0.55Open1.13Pre Close12 Volume23 Open Interest160.00Strike Price670.00Turnover46.30%IV19.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.0807Delta0.0093Gamma239.29Leverage Ratio-0.0499Theta0.0068Rho19.32Eff Leverage0.0518Vega