0.06Open0.06Pre Close169 Volume1.87K Open Interest205.00Strike Price670.00Turnover40.15%IV6.75%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0166Delta0.0070Gamma5487.43Leverage Ratio-0.0328Theta0.0002Rho91.17Eff Leverage0.0061Vega