0.24Open0.26Pre Close30 Volume399 Open Interest25.00Strike Price680.00Turnover87.66%IV11.14%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1223Delta0.0731Gamma159.49Leverage Ratio-0.0585Theta-0.0004Rho-19.51Eff Leverage0.0064Vega