0.25Open0.20Pre Close28 Volume300 Open Interest47.50Strike Price677.00Turnover14.65%IV1.36%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3356Delta0.4006Gamma235.30Leverage Ratio-0.0291Theta0.0027Rho78.97Eff Leverage0.0226Vega