6.40Open8.03Pre Close1 Volume27 Open Interest102.00Strike Price640.00Turnover33.18%IV2.21%PremiumDec 20, 2024Expiry Date4.06Intrinsic Value100Multiplier23DDays to Expiry2.34Extrinsic Value100Contract SizeAmericanOptions Type0.6968Delta0.0394Gamma17.53Leverage Ratio-0.0753Theta0.0432Rho12.22Eff Leverage0.0932Vega