4.65Open4.70Pre Close2 Volume186 Open Interest152.50Strike Price670.00Turnover39.90%IV-0.03%PremiumJul 19, 2024Expiry Date2.10Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7671Delta0.1032Gamma61.23Leverage Ratio-0.5612Theta0.0027Rho46.97Eff Leverage0.0227Vega