1.70Open1.90Pre Close4 Volume7 Open Interest86.00Strike Price660.00Turnover11.71%IV0.28%PremiumOct 18, 2024Expiry Date1.46Intrinsic Value100Multiplier15DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.7527Delta0.1793Gamma51.24Leverage Ratio-0.0150Theta-0.0173Rho-38.56Eff Leverage0.0536Vega