6.60Open4.33Pre Close1 Volume10 Open Interest10.50Strike Price660.00Turnover453.35%IV12.57%PremiumSep 27, 2024Expiry Date4.69Intrinsic Value100Multiplier3DDays to Expiry1.91Extrinsic Value100Contract SizeAmericanOptions Type0.8562Delta0.0341Gamma2.87Leverage Ratio-0.2270Theta0.0007Rho2.45Eff Leverage0.0033Vega