6.70Open9.90Pre Close1 Volume12 Open Interest450.00Strike Price670.00Turnover41.94%IV6.46%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry6.70Extrinsic Value100Contract SizeAmericanOptions Type0.3241Delta0.0095Gamma55.35Leverage Ratio-0.4445Theta0.0581Rho17.94Eff Leverage0.3246Vega