6.70Open10.00Pre Close1 Volume373 Open Interest62.50Strike Price670.00Turnover56.88%IV2.33%PremiumDec 20, 2024Expiry Date5.37Intrinsic Value100Multiplier24DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type-0.7008Delta0.0421Gamma8.53Leverage Ratio-0.0556Theta-0.0255Rho-5.98Eff Leverage0.0511Vega