0.48Open0.40Pre Close18 Volume139 Open Interest85.00Strike Price670.00Turnover34.97%IV4.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0853Delta0.0496Gamma712.96Leverage Ratio-0.0607Theta-0.0007Rho-60.84Eff Leverage0.0140Vega