0.97Open1.25Pre Close7 Volume41 Open Interest46.00Strike Price667.00Turnover36.67%IV6.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.2969Delta0.0781Gamma54.86Leverage Ratio-0.0317Theta-0.0086Rho-16.29Eff Leverage0.0419Vega