3.45Open1.15Pre Close2 Volume101 Open Interest60.00Strike Price690.00Turnover32.59%IV2.01%PremiumDec 20, 2024Expiry Date2.20Intrinsic Value100Multiplier24DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.6930Delta0.0671Gamma18.03Leverage Ratio-0.0428Theta0.0265Rho12.49Eff Leverage0.0564Vega