3.45Open3.88Pre Close2 Volume18 Open Interest28.00Strike Price680.00Turnover156.68%IV2.40%PremiumNov 22, 2024Expiry Date2.74Intrinsic Value100Multiplier2DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.7953Delta0.0940Gamma8.15Leverage Ratio-0.1985Theta-0.0012Rho-6.48Eff Leverage0.0055Vega