0.66Open0.86Pre Close10 Volume46 Open Interest43.50Strike Price669.00Turnover30.08%IV0.68%PremiumJan 10, 2025Expiry Date0.37Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.7005Delta0.3443Gamma71.33Leverage Ratio-0.0950Theta0.0018Rho49.97Eff Leverage0.0117Vega