6.64Open6.74Pre Close1 Volume23 Open Interest128.00Strike Price664.00Turnover73.05%IV1.26%PremiumDec 27, 2024Expiry Date5.09Intrinsic Value100Multiplier3DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type-0.7159Delta0.0414Gamma19.06Leverage Ratio-0.4715Theta-0.0071Rho-13.64Eff Leverage0.0380Vega