6.68Open5.70Pre Close1 Volume36 Open Interest75.00Strike Price668.00Turnover35.87%IV0.69%PremiumJul 19, 2024Expiry Date6.04Intrinsic Value100Multiplier15DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.8701Delta0.0357Gamma12.28Leverage Ratio-0.0504Theta0.0265Rho10.68Eff Leverage0.0349Vega