0.50Open0.50Pre Close14 Volume30 Open Interest2.50Strike Price681.00Turnover141.97%IV2.33%PremiumJul 19, 2024Expiry Date0.35Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7604Delta0.7735Gamma5.38Leverage Ratio-0.0097Theta-0.0003Rho-4.09Eff Leverage0.0009Vega