3.60Open11.78Pre Close2 Volume3 Open Interest146.00Strike Price680.00Turnover53.79%IV1.48%PremiumSep 6, 2024Expiry Date1.03Intrinsic Value100Multiplier2DDays to Expiry2.17Extrinsic Value100Contract SizeAmericanOptions Type0.5740Delta0.0594Gamma45.95Leverage Ratio-0.5808Theta0.0057Rho26.37Eff Leverage0.0481Vega