0.35Open0.38Pre Close17 Volume503 Open Interest6.00Strike Price670.00Turnover105.11%IV0.79%PremiumDec 6, 2024Expiry Date0.34Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7202Delta0.6858Gamma15.85Leverage Ratio-0.0453Theta0.0002Rho11.42Eff Leverage0.0016Vega