6.64Open6.74Pre Close1 Volume23 Open Interest128.00Strike Price664.00Turnover80.46%IV1.26%PremiumDec 27, 2024Expiry Date5.09Intrinsic Value100Multiplier2DDays to Expiry1.55Extrinsic Value100Contract SizeAmericanOptions Type-0.7165Delta0.0415Gamma19.06Leverage Ratio-0.5816Theta-0.0059Rho-13.65Eff Leverage0.0344Vega