0.40Open0.70Pre Close18 Volume54 Open Interest48.50Strike Price670.00Turnover79.33%IV4.04%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2965Delta0.1326Gamma98.95Leverage Ratio-0.2817Theta0.0007Rho29.34Eff Leverage0.0114Vega