0.37Open0.50Pre Close27 Volume564 Open Interest52.50Strike Price687.00Turnover26.40%IV7.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1171Delta0.0580Gamma280.95Leverage Ratio-0.0167Theta-0.0032Rho-32.91Eff Leverage0.0253Vega