1.20Open1.40Pre Close8 Volume586 Open Interest30.00Strike Price660.00Turnover95.03%IV7.19%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3697Delta0.1126Gamma35.80Leverage Ratio-0.1201Theta0.0015Rho13.24Eff Leverage0.0133Vega