1.85Open2.45Pre Close4 Volume41 Open Interest60.00Strike Price637.00Turnover75.04%IV0.79%PremiumJul 19, 2024Expiry Date0.35Intrinsic Value100Multiplier3DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.5174Delta0.0962Gamma32.68Leverage Ratio-0.2846Theta-0.0026Rho-16.91Eff Leverage0.0220Vega