0.89Open2.28Pre Close8 Volume235 Open Interest89.00Strike Price668.00Turnover29.01%IV0.59%PremiumJan 10, 2025Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.5537Delta0.3444Gamma166.62Leverage Ratio-0.3293Theta0.0010Rho92.25Eff Leverage0.0156Vega