0.30Open1.22Pre Close19 Volume54 Open Interest242.50Strike Price660.00Turnover45.04%IV4.07%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1028Delta0.0209Gamma388.33Leverage Ratio-0.3241Theta-0.0014Rho-39.91Eff Leverage0.0340Vega