0.11Open0.10Pre Close95 Volume398 Open Interest59.00Strike Price670.00Turnover5.41%IV2.36%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0814Delta0.1847Gamma1922.33Leverage Ratio-0.0030Theta0.0032Rho156.46Eff Leverage0.0224Vega