6.70Open8.40Pre Close1 Volume1.18K Open Interest20.00Strike Price670.00Turnover154.80%IV0.82%PremiumJan 17, 2025Expiry Date6.59Intrinsic Value100Multiplier5DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.9817Delta0.0212Gamma2.03Leverage Ratio-0.0072Theta-0.0014Rho-1.99Eff Leverage0.0007Vega