6.70Open9.50Pre Close1 Volume138 Open Interest170.00Strike Price670.00Turnover28.24%IV1.51%PremiumOct 18, 2024Expiry Date4.20Intrinsic Value100Multiplier12DDays to Expiry2.50Extrinsic Value100Contract SizeAmericanOptions Type-0.6722Delta0.0437Gamma28.83Leverage Ratio-0.1175Theta-0.0310Rho-19.38Eff Leverage0.1075Vega