0.65Open1.67Pre Close10 Volume2 Open Interest94.50Strike Price660.00Turnover19.02%IV0.95%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.4270Delta0.3490Gamma269.34Leverage Ratio-0.1995Theta0.0016Rho115.00Eff Leverage0.0232Vega