3.30Open12.40Pre Close2 Volume52 Open Interest297.50Strike Price660.00Turnover24.76%IV0.16%PremiumNov 29, 2024Expiry Date2.83Intrinsic Value100Multiplier2DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.6920Delta0.0591Gamma73.25Leverage Ratio-0.5167Theta0.0131Rho50.69Eff Leverage0.0846Vega