5.90Open5.53Pre Close1.69K Volume155.27K Open Interest4.00Strike Price663.85KTurnover127.34%IV3.33%PremiumJan 17, 2025Expiry Date3.07Intrinsic Value100Multiplier46DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9425Delta0.0347Gamma2.17Leverage Ratio-0.0045Theta0.0044Rho2.05Eff Leverage0.0030Vega