6.70Open9.65Pre Close1 Volume358 Open Interest280.00Strike Price670.00Turnover25.48%IV1.38%PremiumJan 17, 2025Expiry Date2.79Intrinsic Value100Multiplier12DDays to Expiry3.91Extrinsic Value100Contract SizeAmericanOptions Type0.6046Delta0.0289Gamma40.11Leverage Ratio-0.2290Theta0.0562Rho24.25Eff Leverage0.2017Vega