0.06Open0.05Pre Close115 Volume586 Open Interest4.00Strike Price688.00Turnover120.52%IV20.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.1315Delta0.2063Gamma65.93Leverage Ratio-0.0099Theta-0.0002Rho-8.67Eff Leverage0.0018Vega