0.06Open0.03Pre Close43.60K Volume23.14K Open Interest9.00Strike Price639.54KTurnover76.31%IV2.21%PremiumJul 26, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.5586Delta0.7395Gamma36.98Leverage Ratio-0.0564Theta0.0003Rho20.66Eff Leverage0.0028Vega