0.05Open0.05Pre Close115 Volume64 Open Interest7.00Strike Price667.00Turnover273.60%IV33.24%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0427Delta0.0348Gamma208.20Leverage Ratio-0.0328Theta0.0000Rho-8.89Eff Leverage0.0009Vega