1.65Open2.30Pre Close4 Volume25 Open Interest50.00Strike Price637.00Turnover19.58%IV1.38%PremiumJul 19, 2024Expiry Date0.72Intrinsic Value100Multiplier19DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.6558Delta0.1607Gamma36.23Leverage Ratio-0.0266Theta0.0169Rho23.76Eff Leverage0.0430Vega