3.40Open3.40Pre Close2 Volume0 Open Interest7.50Strike Price670.00Turnover130.15%IV1.64%PremiumDec 20, 2024Expiry Date3.23Intrinsic Value100Multiplier23DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.9434Delta0.0945Gamma1.31Leverage Ratio-0.0028Theta-0.0025Rho-1.24Eff Leverage0.0012Vega