0.60Open0.65Pre Close11 Volume293 Open Interest31.00Strike Price670.00Turnover48.30%IV4.62%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.4007Delta0.1694Gamma48.48Leverage Ratio-0.0524Theta0.0028Rho19.43Eff Leverage0.0183Vega