0.25Open0.38Pre Close32 Volume403 Open Interest55.00Strike Price667.00Turnover25.13%IV4.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1725Delta0.0967Gamma229.24Leverage Ratio-0.0265Theta-0.0031Rho-39.54Eff Leverage0.0268Vega