0.04Open0.04Pre Close168 Volume459 Open Interest67.00Strike Price670.00Turnover39.85%IV9.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0244Delta0.0208Gamma2448.00Leverage Ratio-0.0142Theta0.0002Rho59.77Eff Leverage0.0040Vega