6.65Open6.20Pre Close1 Volume43 Open Interest377.50Strike Price665.00Turnover35.47%IV0.64%PremiumOct 18, 2024Expiry Date4.27Intrinsic Value100Multiplier2DDays to Expiry2.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6701Delta0.0393Gamma60.44Leverage Ratio-1.0444Theta-0.0113Rho-40.50Eff Leverage0.0943Vega