0.20Open0.25Pre Close32 Volume797 Open Interest16.00Strike Price667.00Turnover35.16%IV8.52%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.2084Delta0.1583Gamma76.71Leverage Ratio-0.0075Theta-0.0030Rho-15.98Eff Leverage0.0148Vega