0.01Open0.01Pre Close647 Volume15 Open Interest65.00Strike Price647.00Turnover69.44%IV16.83%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0054Delta0.0027Gamma7814.00Leverage Ratio-0.0075Theta0.0000Rho-41.83Eff Leverage0.0013Vega