3.36Open4.00Pre Close2 Volume36 Open Interest80.00Strike Price672.00Turnover46.77%IV0.69%PremiumJan 17, 2025Expiry Date2.79Intrinsic Value100Multiplier13DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.6738Delta0.0494Gamma18.20Leverage Ratio-0.1093Theta0.0182Rho12.26Eff Leverage0.0563Vega