6.70Open7.20Pre Close1 Volume20 Open Interest175.00Strike Price670.00Turnover18.14%IV0.75%PremiumOct 18, 2024Expiry Date5.42Intrinsic Value100Multiplier13DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type-0.8183Delta0.0516Gamma29.24Leverage Ratio-0.0459Theta-0.0325Rho-23.92Eff Leverage0.0824Vega