6.47Open5.70Pre Close1 Volume131 Open Interest36.00Strike Price647.00Turnover198.50%IV0.67%PremiumDec 6, 2024Expiry Date6.27Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.8502Delta0.0461Gamma4.49Leverage Ratio-0.2054Theta-0.0021Rho-3.81Eff Leverage0.0059Vega