0.45Open0.46Pre Close16 Volume6.78K Open Interest23.00Strike Price667.00Turnover54.20%IV1.15%PremiumJan 17, 2025Expiry Date0.35Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.6243Delta0.3770Gamma37.75Leverage Ratio-0.0846Theta-0.0009Rho-23.57Eff Leverage0.0071Vega