2.70Open4.50Pre Close3 Volume12 Open Interest75.00Strike Price670.00Turnover223.09%IV0.38%PremiumDec 20, 2024Expiry Date1.72Intrinsic Value100Multiplier0DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6985Delta0.1008Gamma28.74Leverage Ratio-3.7328Theta-0.0002Rho-20.07Eff Leverage0.0054Vega