0.11Open0.07Pre Close87 Volume588 Open Interest135.00Strike Price637.00Turnover40.57%IV3.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0457Delta0.0359Gamma2607.20Leverage Ratio-0.1312Theta0.0002Rho119.15Eff Leverage0.0063Vega