0.60Open0.48Pre Close12 Volume456 Open Interest30.00Strike Price670.00Turnover39.81%IV5.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3481Delta0.1749Gamma61.14Leverage Ratio-0.0337Theta0.0032Rho21.28Eff Leverage0.0196Vega