2.70Open1.07Pre Close3 Volume40 Open Interest220.00Strike Price670.00Turnover49.86%IV2.06%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.00Extrinsic Value100Contract SizeAmericanOptions Type-0.3824Delta0.0398Gamma84.79Leverage Ratio-0.7307Theta-0.0062Rho-32.42Eff Leverage0.0734Vega