1.35Open1.25Pre Close5 Volume46 Open Interest33.50Strike Price660.00Turnover80.16%IV1.11%PremiumJul 26, 2024Expiry Date0.82Intrinsic Value100Multiplier0DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8332Delta0.2868Gamma38.13Leverage Ratio-0.3018Theta0.0003Rho31.77Eff Leverage0.0027Vega