0.15Open0.70Pre Close9 Volume18 Open Interest865.00Strike Price660.00Turnover103.01%IV13.40%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0045Delta0.0004Gamma15256.20Leverage Ratio-0.2607Theta0.0001Rho68.09Eff Leverage0.0046Vega