0.06Open0.05Pre Close150 Volume598 Open Interest5.50Strike Price670.00Turnover107.55%IV10.93%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1173Delta0.3366Gamma175.14Leverage Ratio-0.0190Theta-0.0001Rho-20.54Eff Leverage0.0011Vega