3.30Open5.20Pre Close2 Volume49 Open Interest150.00Strike Price660.00Turnover55.85%IV11.87%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type-0.2136Delta0.0119Gamma41.10Leverage Ratio-0.1360Theta-0.0244Rho-8.78Eff Leverage0.1276Vega