0.07Open0.10Pre Close81 Volume680 Open Interest7.00Strike Price688.00Turnover44.08%IV1.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.4826Delta1.4689Gamma69.80Leverage Ratio-0.0216Theta0.0003Rho33.68Eff Leverage0.0025Vega