0.20Open0.20Pre Close25 Volume135 Open Interest47.00Strike Price672.00Turnover51.68%IV3.86%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2629Delta0.1564Gamma140.28Leverage Ratio-0.1263Theta0.0009Rho36.88Eff Leverage0.0132Vega