3.50Open3.80Pre Close2 Volume37 Open Interest85.00Strike Price670.00Turnover81.33%IV7.15%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry3.20Extrinsic Value100Contract SizeAmericanOptions Type-0.3660Delta0.0319Gamma27.53Leverage Ratio-0.2255Theta-0.0090Rho-10.08Eff Leverage0.0546Vega