6.80Open3.64Pre Close1 Volume216 Open Interest65.00Strike Price680.00Turnover81.26%IV0.34%PremiumDec 20, 2024Expiry Date6.60Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.8388Delta0.0412Gamma8.28Leverage Ratio-0.1192Theta-0.0075Rho-6.95Eff Leverage0.0180Vega