6.70Open6.70Pre Close1 Volume139 Open Interest105.00Strike Price670.00Turnover26.90%IV0.95%PremiumJul 19, 2024Expiry Date5.65Intrinsic Value100Multiplier17DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.8332Delta0.0386Gamma17.02Leverage Ratio-0.0593Theta0.0406Rho14.18Eff Leverage0.0602Vega