6.68Open6.90Pre Close1 Volume20 Open Interest50.00Strike Price668.00Turnover40.92%IV0.18%PremiumDec 20, 2024Expiry Date6.60Intrinsic Value100Multiplier27DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8936Delta0.0447Gamma6.43Leverage Ratio-0.0128Theta-0.0193Rho-5.74Eff Leverage0.0213Vega