0.20Open0.20Pre Close30 Volume53 Open Interest127.00Strike Price635.00Turnover23.54%IV1.99%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1262Delta0.0875Gamma647.15Leverage Ratio-0.1025Theta-0.0009Rho-81.69Eff Leverage0.0208Vega