0.90Open1.01Pre Close7 Volume1.03K Open Interest12.50Strike Price664.00Turnover80.09%IV0.26%PremiumDec 20, 2024Expiry Date0.97Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7792Delta0.2636Gamma10.48Leverage Ratio-0.0300Theta-0.0013Rho-8.17Eff Leverage0.0042Vega