2.20Open2.25Pre Close3 Volume236 Open Interest40.00Strike Price660.00Turnover37.67%IV3.34%PremiumDec 20, 2024Expiry Date0.84Intrinsic Value100Multiplier25DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.6123Delta0.0952Gamma19.68Leverage Ratio-0.0339Theta0.0157Rho12.05Eff Leverage0.0409Vega