6.70Open7.80Pre Close1 Volume25 Open Interest947.50Strike Price670.00Turnover51.89%IV2.08%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry6.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3133Delta0.0122Gamma152.51Leverage Ratio-5.0459Theta-0.0099Rho-47.77Eff Leverage0.1980Vega