0.15Open0.15Pre Close53 Volume0 Open Interest15.00Strike Price667.00Turnover194.68%IV108.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0942Delta0.0495Gamma58.00Leverage Ratio-0.0134Theta0.0003Rho5.46Eff Leverage0.0029Vega