0.14Open1.12Pre Close11 Volume89 Open Interest520.00Strike Price664.00Turnover100.45%IV4.53%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.0800Delta0.0084Gamma836.95Leverage Ratio-3.3430Theta-0.0005Rho-66.92Eff Leverage0.0262Vega