0.90Open0.65Pre Close8 Volume534 Open Interest17.50Strike Price670.00Turnover54.93%IV5.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.4504Delta0.1767Gamma21.33Leverage Ratio-0.0219Theta-0.0042Rho-9.61Eff Leverage0.0162Vega