2.94Open2.40Pre Close1.72K Volume3.89K Open Interest62.00Strike Price680.79KTurnover64.89%IV0.11%PremiumAug 2, 2024Expiry Date3.78Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8820Delta0.0586Gamma16.45Leverage Ratio-0.1433Theta0.0034Rho14.50Eff Leverage0.0103Vega