6.95Open47.55Pre Close917 Volume5 Open Interest555.00Strike Price667.81KTurnover32.84%IV0.83%PremiumOct 18, 2024Expiry Date3.26Intrinsic Value100Multiplier3DDays to Expiry4.64Extrinsic Value100Contract SizeAmericanOptions Type0.5894Delta0.0233Gamma65.29Leverage Ratio-1.2123Theta0.0266Rho38.48Eff Leverage0.1979Vega