0.33Open0.35Pre Close21 Volume387 Open Interest12.50Strike Price661.00Turnover12.35%IV0.32%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier12DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6995Delta1.3230Gamma61.70Leverage Ratio-0.0032Theta-0.0022Rho-43.16Eff Leverage0.0078Vega