6.80Open6.80Pre Close1 Volume1 Open Interest95.00Strike Price680.00Turnover49.91%IV3.19%PremiumJan 17, 2025Expiry Date3.89Intrinsic Value100Multiplier21DDays to Expiry2.91Extrinsic Value100Contract SizeAmericanOptions Type-0.6083Delta0.0357Gamma14.02Leverage Ratio-0.0947Theta-0.0303Rho-8.53Eff Leverage0.0835Vega