0.15Open0.14Pre Close39 Volume888 Open Interest12.50Strike Price670.00Turnover15.12%IV0.88%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier16DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.5247Delta1.0145Gamma71.14Leverage Ratio-0.0042Theta-0.0025Rho-37.33Eff Leverage0.0105Vega