6.40Open6.30Pre Close1 Volume15 Open Interest165.00Strike Price640.00Turnover14.81%IV0.43%PremiumJan 17, 2025Expiry Date5.67Intrinsic Value100Multiplier20DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type0.8565Delta0.0384Gamma26.26Leverage Ratio-0.0504Theta0.0759Rho22.49Eff Leverage0.0899Vega