0.20Open0.30Pre Close33 Volume4 Open Interest56.00Strike Price660.00Turnover16.65%IV1.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.2688Delta0.2743Gamma283.45Leverage Ratio-0.0328Theta-0.0023Rho-76.20Eff Leverage0.0239Vega