6.70Open7.60Pre Close1 Volume47 Open Interest110.00Strike Price670.00Turnover23.68%IV1.52%PremiumJan 17, 2025Expiry Date4.95Intrinsic Value100Multiplier21DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.8103Delta0.0413Gamma19.16Leverage Ratio-0.0527Theta0.0505Rho15.52Eff Leverage0.0751Vega