0.68Open1.30Pre Close10 Volume70 Open Interest45.50Strike Price680.00Turnover33.03%IV0.62%PremiumOct 11, 2024Expiry Date0.40Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6553Delta0.3870Gamma73.93Leverage Ratio-0.1363Theta-0.0011Rho-48.45Eff Leverage0.0106Vega