0.05Open0.07Pre Close132 Volume652 Open Interest60.00Strike Price660.00Turnover115.87%IV34.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0224Delta0.0085Gamma895.80Leverage Ratio-0.0263Theta0.0001Rho20.04Eff Leverage0.0029Vega