2.00Open2.72Pre Close4 Volume26 Open Interest192.50Strike Price660.00Turnover22.85%IV1.01%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry1.45Extrinsic Value100Contract SizeAmericanOptions Type-0.4170Delta0.1538Gamma249.02Leverage Ratio-0.5549Theta-0.0025Rho-103.84Eff Leverage0.0434Vega