0.05Open0.30Pre Close431 Volume701 Open Interest162.50Strike Price677.00Turnover101.51%IV16.65%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0026Delta0.0006Gamma19494.00Leverage Ratio-0.0100Theta0.0000Rho-50.15Eff Leverage0.0010Vega