0.44Open0.31Pre Close13 Volume227 Open Interest23.50Strike Price670.00Turnover55.12%IV0.91%PremiumJan 10, 2025Expiry Date0.31Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6380Delta0.4572Gamma45.92Leverage Ratio-0.1213Theta-0.0006Rho-29.30Eff Leverage0.0056Vega