0.89Open2.28Pre Close8 Volume235 Open Interest89.00Strike Price668.00Turnover36.58%IV0.59%PremiumJan 10, 2025Expiry Date0.14Intrinsic Value100Multiplier0DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.5526Delta0.3434Gamma166.62Leverage Ratio-0.5187Theta0.0006Rho92.07Eff Leverage0.0125Vega