6.60Open4.20Pre Close1 Volume148 Open Interest105.00Strike Price660.00Turnover24.64%IV0.51%PremiumJul 19, 2024Expiry Date6.10Intrinsic Value100Multiplier12DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.9095Delta0.0467Gamma15.95Leverage Ratio-0.0206Theta-0.0166Rho-14.51Eff Leverage0.0290Vega