6.60Open4.90Pre Close1 Volume6 Open Interest80.00Strike Price660.00Turnover69.07%IV4.86%PremiumNov 15, 2024Expiry Date2.85Intrinsic Value100Multiplier20DDays to Expiry3.75Extrinsic Value100Contract SizeAmericanOptions Type-0.5524Delta0.0319Gamma11.87Leverage Ratio-0.1197Theta-0.0237Rho-6.56Eff Leverage0.0713Vega