0.35Open0.72Pre Close20 Volume33 Open Interest12.00Strike Price637.00Turnover67.30%IV0.35%PremiumNov 29, 2024Expiry Date0.45Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7892Delta0.5445Gamma22.65Leverage Ratio-0.0445Theta-0.0004Rho-17.87Eff Leverage0.0023Vega