0.75Open0.50Pre Close8 Volume37 Open Interest78.00Strike Price672.00Turnover50.10%IV2.34%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3332Delta0.1253Gamma127.60Leverage Ratio-0.2856Theta0.0014Rho42.52Eff Leverage0.0210Vega