0.45Open0.74Pre Close15 Volume37 Open Interest77.50Strike Price675.00Turnover30.94%IV7.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1386Delta0.0358Gamma185.69Leverage Ratio-0.0315Theta-0.0062Rho-25.73Eff Leverage0.0441Vega