0.89Open2.28Pre Close8 Volume235 Open Interest89.00Strike Price668.00Turnover20.05%IV0.59%PremiumJan 10, 2025Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.5568Delta0.3473Gamma166.62Leverage Ratio-0.1986Theta0.0020Rho92.78Eff Leverage0.0224Vega