35.16Open29.20Pre Close182 Volume139 Open Interest390.00Strike Price679.79KTurnover71.18%IV0.24%PremiumNov 29, 2024Expiry Date37.99Intrinsic Value100Multiplier2DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type0.9548Delta0.0040Gamma11.10Leverage Ratio-0.4245Theta0.0229Rho10.60Eff Leverage0.0320Vega