1.10Open1.50Pre Close6 Volume334 Open Interest52.50Strike Price660.00Turnover9.49%IV-0.30%PremiumJan 17, 2025Expiry Date1.26Intrinsic Value100Multiplier19DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8842Delta0.1651Gamma37.08Leverage Ratio-0.0114Theta0.0247Rho32.78Eff Leverage0.0242Vega