0.65Open1.20Pre Close11 Volume941 Open Interest12.00Strike Price665.00Turnover70.27%IV0.48%PremiumNov 29, 2024Expiry Date0.54Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7621Delta0.3859Gamma19.29Leverage Ratio-0.0440Theta0.0007Rho14.70Eff Leverage0.0035Vega