0.10Open0.13Pre Close49 Volume106 Open Interest5.00Strike Price660.00Turnover134.84%IV37.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2608Delta0.2481Gamma21.43Leverage Ratio-0.0088Theta0.0005Rho5.59Eff Leverage0.0032Vega