0.05Open0.05Pre Close138 Volume366 Open Interest17.50Strike Price690.00Turnover14.50%IV1.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2616Delta1.0209Gamma345.60Leverage Ratio-0.0095Theta0.0007Rho90.41Eff Leverage0.0071Vega