0.30Open0.10Pre Close18 Volume84 Open Interest15.00Strike Price690.00Turnover68.92%IV2.24%PremiumJan 17, 2025Expiry Date0.16Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.5774Delta0.3772Gamma30.32Leverage Ratio-0.0618Theta0.0008Rho17.51Eff Leverage0.0059Vega