6.70Open7.85Pre Close1 Volume190 Open Interest125.00Strike Price670.00Turnover57.93%IV7.78%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry6.70Extrinsic Value100Contract SizeAmericanOptions Type0.4741Delta0.0228Gamma20.71Leverage Ratio-0.1654Theta0.0318Rho9.82Eff Leverage0.1202Vega