0.11Open0.07Pre Close85 Volume115 Open Interest67.00Strike Price676.00Turnover50.45%IV7.97%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0322Delta0.0299Gamma1774.00Leverage Ratio-0.0269Theta0.0001Rho57.12Eff Leverage0.0035Vega