6.60Open2.75Pre Close1 Volume8 Open Interest90.00Strike Price660.00Turnover46.19%IV4.38%PremiumOct 18, 2024Expiry Date2.55Intrinsic Value100Multiplier20DDays to Expiry4.05Extrinsic Value100Contract SizeAmericanOptions Type0.6308Delta0.0371Gamma16.68Leverage Ratio-0.1009Theta0.0300Rho10.52Eff Leverage0.0832Vega