0.14Open1.12Pre Close11 Volume89 Open Interest520.00Strike Price664.00Turnover108.27%IV4.53%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.0800Delta0.0084Gamma836.95Leverage Ratio-3.8851Theta-0.0004Rho-66.93Eff Leverage0.0243Vega