0.20Open0.60Pre Close31 Volume739 Open Interest26.50Strike Price670.00Turnover55.86%IV3.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2714Delta0.2690Gamma128.50Leverage Ratio-0.0811Theta0.0005Rho34.87Eff Leverage0.0073Vega