0.10Open0.15Pre Close23 Volume28 Open Interest26.50Strike Price682.00Turnover38.53%IV2.10%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4161Delta0.3839Gamma87.50Leverage Ratio-0.0592Theta0.0011Rho36.41Eff Leverage0.0103Vega