6.60Open8.80Pre Close1 Volume6 Open Interest170.00Strike Price660.00Turnover41.94%IV5.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry6.60Extrinsic Value100Contract SizeAmericanOptions Type0.4788Delta0.0217Gamma26.17Leverage Ratio-0.1572Theta0.0502Rho12.53Eff Leverage0.1741Vega