0.40Open0.37Pre Close15 Volume2.55K Open Interest9.00Strike Price665.00Turnover80.46%IV12.50%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3628Delta0.2847Gamma28.00Leverage Ratio-0.0184Theta0.0010Rho10.16Eff Leverage0.0061Vega