1.10Open0.96Pre Close6 Volume9 Open Interest52.50Strike Price660.00Turnover15.12%IV1.06%PremiumOct 18, 2024Expiry Date0.54Intrinsic Value100Multiplier14DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.6660Delta0.2313Gamma53.04Leverage Ratio-0.0253Theta0.0132Rho35.32Eff Leverage0.0378Vega