0.25Open0.18Pre Close23 Volume32 Open Interest247.50Strike Price690.00Turnover21.79%IV2.14%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.2031Delta0.0509Gamma388.22Leverage Ratio-0.2038Theta0.0054Rho78.85Eff Leverage0.0719Vega