0.20Open0.20Pre Close36 Volume0 Open Interest247.50Strike Price665.00Turnover42.79%IV7.82%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0356Delta0.0064Gamma1533.69Leverage Ratio-0.0983Theta-0.0010Rho-54.59Eff Leverage0.0223Vega