6.65Open6.20Pre Close1 Volume43 Open Interest377.50Strike Price665.00Turnover35.22%IV0.64%PremiumOct 18, 2024Expiry Date4.27Intrinsic Value100Multiplier2DDays to Expiry2.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6700Delta0.0393Gamma60.44Leverage Ratio-1.0271Theta-0.0115Rho-40.50Eff Leverage0.0949Vega