3.67Open3.80Pre Close2 Volume52 Open Interest90.00Strike Price667.00Turnover61.47%IV9.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry3.00Extrinsic Value100Contract SizeAmericanOptions Type-0.2869Delta0.0234Gamma34.20Leverage Ratio-0.1108Theta-0.0168Rho-9.81Eff Leverage0.0806Vega