6.60Open5.50Pre Close1 Volume14 Open Interest172.50Strike Price660.00Turnover46.40%IV-0.21%PremiumDec 6, 2024Expiry Date6.98Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8557Delta0.0330Gamma23.77Leverage Ratio-0.3219Theta0.0100Rho20.34Eff Leverage0.0337Vega