6.65Open6.20Pre Close1 Volume43 Open Interest377.50Strike Price665.00Turnover34.68%IV0.64%PremiumOct 18, 2024Expiry Date4.27Intrinsic Value100Multiplier2DDays to Expiry2.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6698Delta0.0393Gamma60.44Leverage Ratio-0.9896Theta-0.0118Rho-40.49Eff Leverage0.0965Vega