0.60Open0.70Pre Close13 Volume61 Open Interest12.50Strike Price670.00Turnover39.05%IV3.26%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier20DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.5597Delta0.3387Gamma23.98Leverage Ratio-0.0121Theta0.0037Rho13.42Eff Leverage0.0118Vega