0.40Open0.45Pre Close15 Volume174 Open Interest8.00Strike Price691.00Turnover74.72%IV1.32%PremiumDec 27, 2024Expiry Date0.45Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8632Delta0.5658Gamma15.89Leverage Ratio-0.0210Theta-0.0003Rho-13.72Eff Leverage0.0011Vega