6.64Open7.10Pre Close1 Volume39 Open Interest277.50Strike Price664.00Turnover49.02%IV0.98%PremiumJan 10, 2025Expiry Date3.97Intrinsic Value100Multiplier0DDays to Expiry2.67Extrinsic Value100Contract SizeAmericanOptions Type-0.7944Delta0.0602Gamma60.78Leverage Ratio-1.4677Theta-0.0025Rho-48.28Eff Leverage0.0275Vega