0.60Open0.70Pre Close11 Volume208 Open Interest24.00Strike Price676.00Turnover26.67%IV2.50%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier24DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.5352Delta0.2417Gamma34.31Leverage Ratio-0.0152Theta0.0080Rho18.36Eff Leverage0.0245Vega