0.25Open0.38Pre Close32 Volume403 Open Interest55.00Strike Price667.00Turnover23.74%IV4.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1721Delta0.0963Gamma229.24Leverage Ratio-0.0234Theta-0.0035Rho-39.46Eff Leverage0.0285Vega