0.15Open0.13Pre Close46 Volume1.11K Open Interest3.00Strike Price660.00Turnover112.77%IV3.56%PremiumNov 8, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6587Delta1.4701Gamma20.60Leverage Ratio-0.0284Theta0.0001Rho13.57Eff Leverage0.0008Vega