0.66Open0.43Pre Close10 Volume582 Open Interest13.00Strike Price660.00Turnover49.97%IV1.20%PremiumJan 17, 2025Expiry Date0.51Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7092Delta0.4091Gamma19.22Leverage Ratio-0.0213Theta-0.0015Rho-13.63Eff Leverage0.0058Vega