2.20Open2.25Pre Close3 Volume236 Open Interest40.00Strike Price660.00Turnover41.04%IV4.07%PremiumDec 20, 2024Expiry Date0.55Intrinsic Value100Multiplier25DDays to Expiry1.65Extrinsic Value100Contract SizeAmericanOptions Type0.5826Delta0.0897Gamma19.54Leverage Ratio-0.0370Theta0.0147Rho11.39Eff Leverage0.0414Vega