0.64Open0.63Pre Close11 Volume68 Open Interest8.50Strike Price695.00Turnover78.75%IV0.38%PremiumAug 2, 2024Expiry Date0.69Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8082Delta0.4019Gamma10.77Leverage Ratio-0.0201Theta-0.0007Rho-8.71Eff Leverage0.0024Vega