0.30Open0.45Pre Close27 Volume1.03K Open Interest57.50Strike Price675.00Turnover35.05%IV6.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0964Delta0.0760Gamma544.10Leverage Ratio-0.0366Theta0.0007Rho52.43Eff Leverage0.0109Vega