6.90Open5.46Pre Close1 Volume257 Open Interest16.00Strike Price690.00Turnover73.70%IV4.04%PremiumDec 20, 2024Expiry Date6.01Intrinsic Value100Multiplier27DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.9553Delta0.0213Gamma3.58Leverage Ratio-0.0093Theta0.0111Rho3.42Eff Leverage0.0057Vega