6.70Open7.80Pre Close1 Volume25 Open Interest947.50Strike Price670.00Turnover53.20%IV1.94%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry6.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3091Delta0.0118Gamma152.29Leverage Ratio-5.1127Theta-0.0098Rho-47.08Eff Leverage0.1971Vega