6.70Open7.60Pre Close1 Volume47 Open Interest110.00Strike Price670.00Turnover23.05%IV1.45%PremiumJan 17, 2025Expiry Date5.03Intrinsic Value100Multiplier21DDays to Expiry1.67Extrinsic Value100Contract SizeAmericanOptions Type0.8262Delta0.0401Gamma19.01Leverage Ratio-0.0497Theta0.0515Rho15.71Eff Leverage0.0712Vega