0.05Open0.07Pre Close132 Volume652 Open Interest60.00Strike Price660.00Turnover111.16%IV34.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0224Delta0.0085Gamma895.80Leverage Ratio-0.0246Theta0.0002Rho20.04Eff Leverage0.0030Vega