0.65Open1.20Pre Close11 Volume941 Open Interest12.00Strike Price665.00Turnover67.42%IV0.96%PremiumNov 29, 2024Expiry Date0.48Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7519Delta0.4165Gamma20.80Leverage Ratio-0.0436Theta0.0007Rho15.64Eff Leverage0.0036Vega