6.70Open6.05Pre Close1 Volume3 Open Interest20.00Strike Price670.00Turnover130.84%IV1.21%PremiumJan 17, 2025Expiry Date6.38Intrinsic Value100Multiplier16DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8727Delta0.0283Gamma3.80Leverage Ratio-0.0482Theta0.0073Rho3.31Eff Leverage0.0117Vega