0.67Open1.02Pre Close10 Volume256 Open Interest30.00Strike Price696.00Turnover21.13%IV0.34%PremiumNov 22, 2024Expiry Date0.58Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8115Delta0.4376Gamma46.33Leverage Ratio-0.0202Theta-0.0020Rho-37.59Eff Leverage0.0081Vega