3.00Open3.10Pre Close2 Volume17 Open Interest73.00Strike Price660.00Turnover70.20%IV10.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.60Extrinsic Value100Contract SizeAmericanOptions Type0.4280Delta0.0309Gamma19.23Leverage Ratio-0.1041Theta0.0177Rho8.23Eff Leverage0.0709Vega