6.87Open6.60Pre Close1 Volume10 Open Interest212.50Strike Price687.00Turnover56.03%IV0.91%PremiumJan 10, 2025Expiry Date4.98Intrinsic Value100Multiplier1DDays to Expiry1.89Extrinsic Value100Contract SizeAmericanOptions Type-0.7744Delta0.0472Gamma35.93Leverage Ratio-0.7935Theta-0.0045Rho-27.83Eff Leverage0.0342Vega