1.35Open1.25Pre Close5 Volume46 Open Interest33.50Strike Price660.00Turnover364.01%IV1.11%PremiumJul 26, 2024Expiry Date0.82Intrinsic Value100Multiplier0DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8312Delta0.2871Gamma38.13Leverage Ratio-6.1545Theta0.0000Rho31.70Eff Leverage0.0006Vega