6.70Open11.30Pre Close1 Volume3 Open Interest90.00Strike Price670.00Turnover32.52%IV2.84%PremiumDec 20, 2024Expiry Date4.03Intrinsic Value100Multiplier24DDays to Expiry2.67Extrinsic Value100Contract SizeAmericanOptions Type0.7244Delta0.0421Gamma16.50Leverage Ratio-0.0618Theta0.0420Rho11.95Eff Leverage0.0815Vega