6.60Open1.96Pre Close1 Volume80 Open Interest80.00Strike Price660.00Turnover218.20%IV0.39%PremiumJan 10, 2025Expiry Date6.26Intrinsic Value100Multiplier0DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8818Delta0.0350Gamma13.07Leverage Ratio-1.6928Theta0.0006Rho11.52Eff Leverage0.0051Vega