0.30Open0.45Pre Close27 Volume1.03K Open Interest57.50Strike Price675.00Turnover30.98%IV6.05%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0965Delta0.0763Gamma544.10Leverage Ratio-0.0292Theta0.0009Rho52.52Eff Leverage0.0124Vega