0.25Open0.50Pre Close37 Volume495 Open Interest22.50Strike Price664.00Turnover42.54%IV4.89%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2160Delta0.2124Gamma134.29Leverage Ratio-0.0289Theta-0.0009Rho-29.00Eff Leverage0.0095Vega