8.61Open4.55Pre Close826 Volume3.86K Open Interest165.00Strike Price659.71KTurnover41.52%IV0.26%PremiumDec 6, 2024Expiry Date5.56Intrinsic Value100Multiplier2DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.8294Delta0.0464Gamma27.96Leverage Ratio-0.3308Theta0.0081Rho23.19Eff Leverage0.0334Vega