0.04Open0.03Pre Close139 Volume438 Open Interest41.00Strike Price636.00Turnover27.56%IV2.43%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0953Delta0.2180Gamma1199.71Leverage Ratio-0.0316Theta-0.0002Rho-114.35Eff Leverage0.0048Vega