6.70Open7.80Pre Close1 Volume25 Open Interest947.50Strike Price670.00Turnover52.14%IV2.07%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry6.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3143Delta0.0122Gamma152.49Leverage Ratio-5.0915Theta-0.0100Rho-47.93Eff Leverage0.1981Vega