0.28Open0.50Pre Close38 Volume268 Open Interest330.00Strike Price660.00Turnover51.53%IV8.26%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.0294Delta0.0053Gamma2178.50Leverage Ratio-0.1225Theta0.0006Rho63.96Eff Leverage0.0162Vega