1.49Open2.26Pre Close4 Volume497 Open Interest41.00Strike Price667.00Turnover65.75%IV0.56%PremiumDec 6, 2024Expiry Date1.64Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.7753Delta0.1297Gamma21.76Leverage Ratio-0.1499Theta0.0021Rho16.87Eff Leverage0.0105Vega