0.35Open0.06Pre Close18 Volume101 Open Interest36.00Strike Price640.00Turnover222.15%IV38.58%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0574Delta0.0229Gamma226.52Leverage Ratio-0.0842Theta0.0001Rho13.01Eff Leverage0.0026Vega