0.14Open0.22Pre Close46 Volume862 Open Interest49.60Strike Price660.00Turnover45.50%IV1.65%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3270Delta0.3904Gamma287.03Leverage Ratio-0.2804Theta-0.0003Rho-93.86Eff Leverage0.0073Vega