2.27Open2.59Pre Close3 Volume571 Open Interest17.00Strike Price681.00Turnover113.49%IV0.63%PremiumSep 20, 2024Expiry Date2.15Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9072Delta0.0993Gamma8.70Leverage Ratio-0.0577Theta0.0009Rho7.90Eff Leverage0.0024Vega