3.80Open3.03Pre Close2 Volume20 Open Interest22.50Strike Price695.00Turnover80.10%IV6.34%PremiumDec 20, 2024Expiry Date1.62Intrinsic Value100Multiplier32DDays to Expiry1.53Extrinsic Value100Contract SizeAmericanOptions Type0.6657Delta0.0637Gamma7.66Leverage Ratio-0.0344Theta0.0113Rho5.10Eff Leverage0.0260Vega