6.60Open4.99Pre Close1 Volume13 Open Interest145.00Strike Price660.00Turnover24.74%IV1.39%PremiumJan 17, 2025Expiry Date4.52Intrinsic Value100Multiplier22DDays to Expiry2.08Extrinsic Value100Contract SizeAmericanOptions Type0.7080Delta0.0378Gamma23.00Leverage Ratio-0.0831Theta0.0602Rho16.29Eff Leverage0.1262Vega