0.68Open0.71Pre Close13.56K Volume27.09K Open Interest7.00Strike Price672.63KTurnover88.11%IV1.21%PremiumAug 2, 2024Expiry Date0.42Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7706Delta0.4861Gamma14.55Leverage Ratio-0.0304Theta0.0005Rho11.21Eff Leverage0.0021Vega