0.15Open0.45Pre Close15 Volume164 Open Interest150.00Strike Price670.00Turnover126.54%IV10.29%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.0777Delta0.0114Gamma362.37Leverage Ratio-0.4549Theta-0.0005Rho-28.14Eff Leverage0.0146Vega