0.05Open0.10Pre Close125 Volume2 Open Interest22.50Strike Price630.00Turnover235.07%IV58.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0391Delta0.0245Gamma284.80Leverage Ratio-0.0309Theta0.0001Rho11.14Eff Leverage0.0012Vega