6.87Open6.60Pre Close1 Volume10 Open Interest212.50Strike Price687.00Turnover44.88%IV0.91%PremiumJan 10, 2025Expiry Date4.98Intrinsic Value100Multiplier2DDays to Expiry1.89Extrinsic Value100Contract SizeAmericanOptions Type-0.7726Delta0.0472Gamma35.93Leverage Ratio-0.5637Theta-0.0070Rho-27.76Eff Leverage0.0431Vega