0.35Open0.30Pre Close26 Volume842 Open Interest35.00Strike Price660.00Turnover37.11%IV8.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2042Delta0.1041Gamma108.23Leverage Ratio-0.0215Theta0.0032Rho22.10Eff Leverage0.0208Vega