6.70Open7.60Pre Close1 Volume47 Open Interest110.00Strike Price670.00Turnover22.94%IV1.12%PremiumJan 17, 2025Expiry Date5.41Intrinsic Value100Multiplier21DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.8277Delta0.0401Gamma18.32Leverage Ratio-0.0493Theta0.0516Rho15.16Eff Leverage0.0708Vega