0.60Open0.50Pre Close13 Volume21 Open Interest3.00Strike Price660.00Turnover183.35%IV2.64%PremiumOct 4, 2024Expiry Date0.41Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7813Delta0.4592Gamma6.82Leverage Ratio-0.0258Theta0.0002Rho5.33Eff Leverage0.0010Vega