2.20Open3.00Pre Close3 Volume7 Open Interest40.00Strike Price660.00Turnover30.33%IV1.18%PremiumNov 15, 2024Expiry Date1.75Intrinsic Value100Multiplier22DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.7069Delta0.1248Gamma17.59Leverage Ratio-0.0196Theta-0.0137Rho-12.43Eff Leverage0.0321Vega