0.03Open0.04Pre Close220 Volume354 Open Interest229.00Strike Price670.00Turnover66.60%IV4.84%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0085Delta0.0044Gamma16041.33Leverage Ratio-0.1378Theta0.0000Rho-136.64Eff Leverage0.0018Vega