2.60Open2.25Pre Close3 Volume45 Open Interest75.00Strike Price670.00Turnover28.85%IV2.27%PremiumJan 17, 2025Expiry Date0.34Intrinsic Value100Multiplier16DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type0.5543Delta0.0852Gamma35.88Leverage Ratio-0.0607Theta0.0181Rho19.89Eff Leverage0.0636Vega