0.48Open0.40Pre Close18 Volume139 Open Interest85.00Strike Price670.00Turnover33.74%IV4.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0853Delta0.0496Gamma591.80Leverage Ratio-0.0568Theta-0.0008Rho-50.48Eff Leverage0.0145Vega