0.67Open0.90Pre Close10 Volume18 Open Interest15.00Strike Price670.00Turnover24.20%IV0.76%PremiumJan 17, 2025Expiry Date0.56Intrinsic Value100Multiplier21DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7265Delta0.4141Gamma21.55Leverage Ratio-0.0056Theta-0.0048Rho-15.66Eff Leverage0.0115Vega