0.18Open0.29Pre Close29 Volume241 Open Interest330.00Strike Price685.00Turnover29.60%IV2.48%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.1233Delta0.0320Gamma837.43Leverage Ratio-0.3403Theta0.0018Rho103.22Eff Leverage0.0438Vega