2.80Open2.51Pre Close2.22K Volume5.71K Open Interest62.00Strike Price668.94KTurnover40.39%IV0.73%PremiumJul 12, 2024Expiry Date2.44Intrinsic Value100Multiplier4DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.8212Delta0.0905Gamma23.26Leverage Ratio-0.0923Theta0.0062Rho19.10Eff Leverage0.0187Vega