0.03Open0.07Pre Close151 Volume305 Open Interest79.50Strike Price682.00Turnover27.38%IV0.05%PremiumNov 22, 2024Expiry Date0.01Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5348Delta3.5315Gamma1589.80Leverage Ratio-2.3482Theta0.0000Rho-850.20Eff Leverage0.0016Vega