0.60Open2.63Pre Close11 Volume240 Open Interest31.00Strike Price660.00Turnover65.20%IV1.54%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier1DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.6619Delta0.3269Gamma59.28Leverage Ratio-0.2483Theta0.0006Rho39.23Eff Leverage0.0063Vega