6.70Open7.80Pre Close1 Volume25 Open Interest947.50Strike Price670.00Turnover51.39%IV2.07%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry6.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3119Delta0.0123Gamma153.71Leverage Ratio-4.9853Theta-0.0099Rho-47.95Eff Leverage0.1974Vega