0.55Open0.40Pre Close12 Volume11.66K Open Interest9.00Strike Price660.00Turnover38.85%IV0.95%PremiumJan 17, 2025Expiry Date0.43Intrinsic Value100Multiplier10DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7755Delta0.4797Gamma17.96Leverage Ratio-0.0097Theta0.0020Rho13.93Eff Leverage0.0048Vega