0.40Open0.33Pre Close24 Volume1.37K Open Interest1.50Strike Price672.00Turnover130.80%IV1.71%PremiumJan 17, 2025Expiry Date0.25Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8491Delta0.8220Gamma6.36Leverage Ratio-0.0061Theta0.0002Rho5.40Eff Leverage0.0005Vega