0.45Open0.40Pre Close15 Volume95 Open Interest2.00Strike Price675.00Turnover162.34%IV2.94%PremiumAug 16, 2024Expiry Date0.38Intrinsic Value100Multiplier12DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7666Delta0.4207Gamma4.76Leverage Ratio-0.0089Theta0.0005Rho3.65Eff Leverage0.0014Vega