0.75Open0.60Pre Close9 Volume98 Open Interest71.00Strike Price687.00Turnover30.27%IV0.59%PremiumJul 26, 2024Expiry Date0.48Intrinsic Value100Multiplier2DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.5896Delta0.2220Gamma75.24Leverage Ratio-0.1659Theta0.0027Rho44.36Eff Leverage0.0225Vega