6.70Open4.77Pre Close1 Volume31 Open Interest267.50Strike Price670.00Turnover29.08%IV0.30%PremiumJul 5, 2024Expiry Date4.79Intrinsic Value100Multiplier2DDays to Expiry1.91Extrinsic Value100Contract SizeAmericanOptions Type0.7922Delta0.0468Gamma48.62Leverage Ratio-0.4462Theta0.0126Rho38.52Eff Leverage0.0603Vega