6.68Open6.90Pre Close1 Volume20 Open Interest50.00Strike Price668.00Turnover41.05%IV0.18%PremiumDec 20, 2024Expiry Date6.60Intrinsic Value100Multiplier27DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8937Delta0.0446Gamma6.43Leverage Ratio-0.0129Theta-0.0191Rho-5.75Eff Leverage0.0212Vega