3.41Open2.81Pre Close2 Volume5 Open Interest30.00Strike Price667.00Turnover77.85%IV6.83%PremiumJan 17, 2025Expiry Date1.30Intrinsic Value100Multiplier18DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type-0.5634Delta0.0797Gamma10.63Leverage Ratio-0.0530Theta-0.0083Rho-5.99Eff Leverage0.0251Vega