2.55Open2.50Pre Close3 Volume704 Open Interest12.50Strike Price670.00Turnover49.47%IV0.76%PremiumAug 16, 2024Expiry Date1.94Intrinsic Value100Multiplier23DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8977Delta0.0983Gamma6.96Leverage Ratio-0.0085Theta0.0070Rho6.25Eff Leverage0.0065Vega