0.37Open0.80Pre Close21 Volume674 Open Interest65.00Strike Price685.00Turnover46.05%IV6.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.1634Delta0.0692Gamma204.17Leverage Ratio-0.0761Theta0.0015Rho33.36Eff Leverage0.0191Vega