0.79Open1.08Pre Close7 Volume195 Open Interest180.00Strike Price667.00Turnover36.53%IV4.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type-0.2366Delta0.0253Gamma107.40Leverage Ratio-0.1600Theta-0.0134Rho-25.41Eff Leverage0.1031Vega