0.40Open0.41Pre Close15 Volume325 Open Interest17.50Strike Price676.00Turnover53.50%IV10.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3266Delta0.1593Gamma36.07Leverage Ratio-0.0171Theta0.0033Rho11.78Eff Leverage0.0153Vega