1.10Open0.96Pre Close6 Volume9 Open Interest52.50Strike Price660.00Turnover14.99%IV1.02%PremiumOct 18, 2024Expiry Date0.56Intrinsic Value100Multiplier14DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6699Delta0.2328Gamma53.06Leverage Ratio-0.0251Theta0.0132Rho35.54Eff Leverage0.0376Vega