6.70Open7.60Pre Close1 Volume47 Open Interest110.00Strike Price670.00Turnover23.86%IV1.11%PremiumJan 17, 2025Expiry Date5.42Intrinsic Value100Multiplier21DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type0.8180Delta0.0399Gamma18.03Leverage Ratio-0.0521Theta0.0509Rho14.75Eff Leverage0.0733Vega