3.30Open3.50Pre Close2 Volume17 Open Interest15.00Strike Price660.00Turnover65.01%IV2.18%PremiumNov 15, 2024Expiry Date2.91Intrinsic Value100Multiplier22DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.8844Delta0.0675Gamma5.73Leverage Ratio-0.0140Theta0.0078Rho5.07Eff Leverage0.0086Vega