6.70Open7.60Pre Close1 Volume47 Open Interest110.00Strike Price670.00Turnover22.79%IV1.52%PremiumJan 17, 2025Expiry Date4.95Intrinsic Value100Multiplier21DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.8222Delta0.0412Gamma19.16Leverage Ratio-0.0497Theta0.0513Rho15.75Eff Leverage0.0721Vega