0.30Open0.37Pre Close22 Volume666 Open Interest115.00Strike Price660.00Turnover43.61%IV16.38%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0498Delta0.0069Gamma422.06Leverage Ratio-0.0321Theta-0.0040Rho-21.00Eff Leverage0.0353Vega