0.30Open0.24Pre Close15 Volume13 Open Interest21.50Strike Price660.00Turnover67.88%IV2.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.4924Delta0.2871Gamma19.93Leverage Ratio-0.0917Theta0.0009Rho9.81Eff Leverage0.0082Vega