6.60Open8.50Pre Close1 Volume28 Open Interest270.00Strike Price660.00Turnover30.98%IV2.39%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier16DDays to Expiry6.46Extrinsic Value100Contract SizeAmericanOptions Type-0.4804Delta0.0230Gamma39.69Leverage Ratio-0.2075Theta-0.0521Rho-19.06Eff Leverage0.2243Vega