0.20Open0.30Pre Close34 Volume157 Open Interest29.00Strike Price670.00Turnover28.42%IV0.62%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3009Delta1.3244Gamma577.40Leverage Ratio-0.1254Theta0.0001Rho173.75Eff Leverage0.0032Vega