6.70Open7.10Pre Close1 Volume192 Open Interest25.00Strike Price670.00Turnover95.28%IV2.89%PremiumJan 17, 2025Expiry Date5.81Intrinsic Value100Multiplier20DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.8537Delta0.0331Gamma4.78Leverage Ratio-0.0415Theta0.0111Rho4.08Eff Leverage0.0167Vega