0.11Open0.64Pre Close45 Volume128 Open Interest146.00Strike Price665.00Turnover69.72%IV11.15%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0186Delta0.0048Gamma2527.08Leverage Ratio-0.0566Theta-0.0002Rho-46.89Eff Leverage0.0062Vega