6.70Open4.77Pre Close1 Volume31 Open Interest267.50Strike Price670.00Turnover27.35%IV0.70%PremiumJul 5, 2024Expiry Date4.79Intrinsic Value100Multiplier2DDays to Expiry1.91Extrinsic Value100Contract SizeAmericanOptions Type0.7937Delta0.0468Gamma48.62Leverage Ratio-0.3976Theta0.0141Rho38.59Eff Leverage0.0636Vega