6.36Open11.30Pre Close1 Volume79 Open Interest67.00Strike Price636.00Turnover65.84%IV5.30%PremiumJan 17, 2025Expiry Date2.67Intrinsic Value100Multiplier9DDays to Expiry3.69Extrinsic Value100Contract SizeAmericanOptions Type0.6678Delta0.0494Gamma15.66Leverage Ratio-0.1510Theta0.0108Rho10.46Eff Leverage0.0405Vega