0.05Open0.22Pre Close132 Volume133 Open Interest97.00Strike Price660.00Turnover33.03%IV11.22%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0282Delta0.0137Gamma1745.20Leverage Ratio-0.0147Theta0.0006Rho49.18Eff Leverage0.0092Vega