6.64Open7.10Pre Close1 Volume39 Open Interest277.50Strike Price664.00Turnover40.67%IV0.98%PremiumJan 10, 2025Expiry Date3.97Intrinsic Value100Multiplier0DDays to Expiry2.67Extrinsic Value100Contract SizeAmericanOptions Type-0.7932Delta0.0603Gamma60.78Leverage Ratio-1.0032Theta-0.0036Rho-48.22Eff Leverage0.0333Vega