0.03Open0.04Pre Close220 Volume354 Open Interest229.00Strike Price670.00Turnover77.82%IV4.84%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0107Delta0.0052Gamma12031.00Leverage Ratio-0.2235Theta0.0000Rho-128.59Eff Leverage0.0020Vega