0.87Open1.30Pre Close7 Volume26 Open Interest95.00Strike Price680.00Turnover22.14%IV0.75%PremiumDec 27, 2024Expiry Date0.48Intrinsic Value100Multiplier4DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.6000Delta0.1781Gamma83.03Leverage Ratio-0.1235Theta0.0059Rho49.82Eff Leverage0.0379Vega