6.60Open6.06Pre Close1 Volume177 Open Interest40.00Strike Price660.00Turnover45.52%IV0.78%PremiumDec 20, 2024Expiry Date6.24Intrinsic Value100Multiplier16DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.9418Delta0.0264Gamma7.23Leverage Ratio-0.0201Theta0.0163Rho6.80Eff Leverage0.0112Vega