6.90Open8.80Pre Close1 Volume144 Open Interest75.00Strike Price690.00Turnover34.56%IV1.66%PremiumDec 20, 2024Expiry Date5.75Intrinsic Value100Multiplier27DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7847Delta0.0474Gamma10.91Leverage Ratio-0.0296Theta-0.0325Rho-8.56Eff Leverage0.0549Vega