0.35Open0.30Pre Close26 Volume842 Open Interest35.00Strike Price660.00Turnover34.92%IV8.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2045Delta0.1045Gamma108.23Leverage Ratio-0.0192Theta0.0036Rho22.14Eff Leverage0.0221Vega