0.35Open0.38Pre Close17 Volume503 Open Interest6.00Strike Price670.00Turnover93.02%IV2.39%PremiumDec 6, 2024Expiry Date0.24Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7605Delta0.7131Gamma19.20Leverage Ratio-0.0362Theta0.0002Rho14.60Eff Leverage0.0015Vega