6.85Open10.85Pre Close1 Volume5 Open Interest58.00Strike Price685.00Turnover48.91%IV0.13%PremiumAug 2, 2024Expiry Date6.77Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9827Delta0.0121Gamma9.42Leverage Ratio-0.0217Theta0.0070Rho9.26Eff Leverage0.0031Vega