6.60Open5.75Pre Close1 Volume153 Open Interest55.00Strike Price660.00Turnover76.92%IV4.23%PremiumOct 18, 2024Expiry Date4.46Intrinsic Value100Multiplier15DDays to Expiry2.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6720Delta0.0455Gamma8.49Leverage Ratio-0.0899Theta-0.0146Rho-5.71Eff Leverage0.0376Vega