0.55Open0.40Pre Close17 Volume673 Open Interest30.00Strike Price665.00Turnover42.48%IV2.06%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.4021Delta0.4369Gamma118.60Leverage Ratio-0.1142Theta0.0006Rho47.69Eff Leverage0.0081Vega