0.38Open0.27Pre Close18 Volume58 Open Interest5.00Strike Price696.00Turnover3036.65%IV0.37%PremiumOct 11, 2024Expiry Date0.47Intrinsic Value100Multiplier-1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9118Delta0.4493Gamma9.86Leverage Ratio-16.5117Theta0.0000Rho8.99Eff Leverage0.0000Vega