0.35Open0.64Pre Close39 Volume189 Open Interest172.50Strike Price672.00Turnover66.33%IV6.70%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0950Delta0.0171Gamma410.49Leverage Ratio-0.3118Theta-0.0011Rho-39.00Eff Leverage0.0252Vega