6.67Open5.16Pre Close1 Volume1.04K Open Interest75.00Strike Price667.00Turnover29.13%IV1.43%PremiumOct 18, 2024Expiry Date5.52Intrinsic Value100Multiplier20DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.8668Delta0.0391Gamma13.20Leverage Ratio-0.0379Theta0.0351Rho11.44Eff Leverage0.0406Vega