6.70Open7.80Pre Close1 Volume25 Open Interest947.50Strike Price670.00Turnover52.59%IV1.94%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry6.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3155Delta0.0121Gamma143.19Leverage Ratio-5.1345Theta-0.0100Rho-45.17Eff Leverage0.1989Vega