0.98Open1.30Pre Close7 Volume29 Open Interest42.50Strike Price695.00Turnover49.10%IV0.24%PremiumDec 20, 2024Expiry Date0.90Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5792Delta0.1123Gamma22.19Leverage Ratio-0.0625Theta-0.0068Rho-12.85Eff Leverage0.0278Vega