6.65Open3.50Pre Close1 Volume2 Open Interest70.00Strike Price665.00Turnover32.84%IV1.73%PremiumSep 20, 2024Expiry Date5.35Intrinsic Value100Multiplier27DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.8192Delta0.0392Gamma11.96Leverage Ratio-0.0407Theta0.0409Rho9.80Eff Leverage0.0538Vega