0.35Open0.36Pre Close26 Volume713 Open Interest8.00Strike Price691.00Turnover46.22%IV1.48%PremiumJan 17, 2025Expiry Date0.13Intrinsic Value100Multiplier5DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6311Delta0.8551Gamma32.52Leverage Ratio-0.0179Theta0.0007Rho20.52Eff Leverage0.0036Vega