0.30Open0.45Pre Close24 Volume384 Open Interest22.50Strike Price675.00Turnover56.78%IV15.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1984Delta0.0958Gamma65.53Leverage Ratio-0.0166Theta0.0025Rho13.00Eff Leverage0.0143Vega