3.60Open5.30Pre Close2 Volume80 Open Interest220.00Strike Price670.00Turnover63.89%IV1.17%PremiumOct 18, 2024Expiry Date0.52Intrinsic Value100Multiplier1DDays to Expiry2.58Extrinsic Value100Contract SizeAmericanOptions Type0.5479Delta0.0483Gamma59.20Leverage Ratio-1.8364Theta0.0040Rho32.43Eff Leverage0.0509Vega