0.55Open0.78Pre Close12 Volume1.11K Open Interest6.00Strike Price660.00Turnover121.17%IV4.30%PremiumJul 26, 2024Expiry Date0.28Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6566Delta0.4224Gamma12.56Leverage Ratio-0.0358Theta0.0005Rho8.25Eff Leverage0.0026Vega