3.30Open4.30Pre Close2 Volume42 Open Interest80.00Strike Price660.00Turnover21.76%IV1.29%PremiumSep 20, 2024Expiry Date2.24Intrinsic Value100Multiplier21DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type0.7298Delta0.0772Gamma25.70Leverage Ratio-0.0421Theta0.0326Rho18.76Eff Leverage0.0651Vega