0.01Open0.01Pre Close650 Volume45 Open Interest31.50Strike Price660.00Turnover102.12%IV17.79%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0250Delta0.0268Gamma1338.00Leverage Ratio-0.0178Theta0.0000Rho33.45Eff Leverage0.0012Vega