2.60Open4.70Pre Close2 Volume28 Open Interest75.00Strike Price660.00Turnover86.20%IV3.66%PremiumJan 17, 2025Expiry Date1.30Intrinsic Value100Multiplier5DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.5434Delta0.0514Gamma19.52Leverage Ratio-0.2931Theta-0.0060Rho-10.61Eff Leverage0.0355Vega