0.15Open0.15Pre Close50 Volume2.88K Open Interest38.00Strike Price667.00Turnover15.64%IV2.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.2179Delta0.2899Gamma297.24Leverage Ratio-0.0144Theta0.0024Rho64.78Eff Leverage0.0191Vega