0.02Open0.04Pre Close324 Volume806 Open Interest20.50Strike Price693.00Turnover56.07%IV11.40%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0442Delta0.0827Gamma921.00Leverage Ratio-0.0106Theta0.0001Rho40.70Eff Leverage0.0019Vega