0.25Open0.30Pre Close28 Volume2.68K Open Interest37.50Strike Price666.00Turnover40.82%IV14.93%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.1212Delta0.0576Gamma164.10Leverage Ratio-0.0145Theta0.0026Rho19.89Eff Leverage0.0173Vega