3.36Open2.60Pre Close2 Volume13 Open Interest20.00Strike Price687.00Turnover103.00%IV1.51%PremiumDec 20, 2024Expiry Date3.16Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.7558Delta0.0506Gamma5.45Leverage Ratio-0.0413Theta0.0089Rho4.12Eff Leverage0.0189Vega