3.30Open4.10Pre Close2 Volume25 Open Interest165.00Strike Price670.00Turnover13.11%IV1.05%PremiumDec 20, 2024Expiry Date1.68Intrinsic Value100Multiplier22DDays to Expiry1.72Extrinsic Value100Contract SizeAmericanOptions Type-0.6001Delta0.0779Gamma57.81Leverage Ratio-0.0374Theta-0.0449Rho-34.69Eff Leverage0.1525Vega