0.05Open0.05Pre Close143 Volume510 Open Interest4.00Strike Price687.00Turnover256.96%IV35.02%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0414Delta0.0548Gamma203.67Leverage Ratio-0.0163Theta0.0000Rho-8.42Eff Leverage0.0006Vega