0.35Open0.38Pre Close19 Volume37 Open Interest24.00Strike Price674.00Turnover24.07%IV1.73%PremiumAug 30, 2024Expiry Date0.03Intrinsic Value100Multiplier3DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.5568Delta0.7387Gamma96.10Leverage Ratio-0.0390Theta0.0011Rho53.51Eff Leverage0.0088Vega