1.12Open0.49Pre Close6 Volume114 Open Interest31.50Strike Price666.00Turnover65.98%IV0.15%PremiumNov 29, 2024Expiry Date1.07Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7039Delta0.1573Gamma21.57Leverage Ratio-0.1076Theta0.0022Rho15.18Eff Leverage0.0115Vega