6.71Open6.20Pre Close1 Volume212 Open Interest170.00Strike Price671.00Turnover29.11%IV1.65%PremiumJan 17, 2025Expiry Date3.84Intrinsic Value100Multiplier22DDays to Expiry2.87Extrinsic Value100Contract SizeAmericanOptions Type0.6487Delta0.0295Gamma23.49Leverage Ratio-0.1171Theta0.0652Rho15.24Eff Leverage0.1603Vega