663.90Open663.90Pre Close0 Volume2 Open Interest1080.00Strike Price0.00Turnover101.69%IV0.20%PremiumJan 17, 2025Expiry Date660.35Intrinsic Value100Multiplier21DDays to Expiry3.55Extrinsic Value100Contract SizeAmericanOptions Type0.9822Delta0.0001Gamma2.61Leverage Ratio-0.5547Theta0.5911Rho2.57Eff Leverage0.1812Vega