0.89Open2.28Pre Close8 Volume235 Open Interest89.00Strike Price668.00Turnover20.15%IV0.59%PremiumJan 10, 2025Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.5568Delta0.3472Gamma166.62Leverage Ratio-0.2011Theta0.0020Rho92.77Eff Leverage0.0223Vega