0.05Open0.05Pre Close122 Volume151 Open Interest188.00Strike Price660.00Turnover40.63%IV2.97%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0521Delta0.0331Gamma2609.29Leverage Ratio-0.2396Theta0.0002Rho135.85Eff Leverage0.0084Vega