2.30Open4.80Pre Close3 Volume43 Open Interest123.00Strike Price690.00Turnover17.46%IV1.11%PremiumDec 20, 2024Expiry Date0.93Intrinsic Value100Multiplier10DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type0.6241Delta0.1060Gamma61.20Leverage Ratio-0.0787Theta0.0206Rho38.20Eff Leverage0.0778Vega