0.68Open0.71Pre Close12.80K Volume27.09K Open Interest7.00Strike Price635.67KTurnover93.10%IV1.70%PremiumAug 2, 2024Expiry Date0.37Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.7261Delta0.5040Gamma15.19Leverage Ratio-0.0349Theta0.0005Rho11.03Eff Leverage0.0024Vega