0.20Open0.35Pre Close34 Volume415 Open Interest60.00Strike Price670.00Turnover41.37%IV11.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1034Delta0.0429Gamma270.85Leverage Ratio-0.0297Theta0.0019Rho27.99Eff Leverage0.0182Vega