0.25Open0.29Pre Close31 Volume111 Open Interest130.00Strike Price670.00Turnover33.05%IV4.42%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0680Delta0.0318Gamma1086.96Leverage Ratio-0.0766Theta-0.0007Rho-73.94Eff Leverage0.0164Vega