0.45Open0.15Pre Close16 Volume348 Open Interest10.50Strike Price690.00Turnover62.22%IV1.96%PremiumDec 6, 2024Expiry Date0.19Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6495Delta0.6819Gamma32.89Leverage Ratio-0.0467Theta0.0004Rho21.36Eff Leverage0.0032Vega