0.15Open0.20Pre Close38 Volume558 Open Interest38.00Strike Price670.00Turnover103.98%IV4.15%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1689Delta0.1784Gamma292.72Leverage Ratio-0.3547Theta0.0001Rho49.43Eff Leverage0.0034Vega