2.20Open5.60Pre Close3 Volume148 Open Interest150.00Strike Price660.00Turnover38.17%IV2.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.20Extrinsic Value100Contract SizeAmericanOptions Type0.4141Delta0.0522Gamma68.08Leverage Ratio-0.2442Theta0.0103Rho28.19Eff Leverage0.0762Vega