6.80Open6.80Pre Close1 Volume0 Open Interest95.00Strike Price680.00Turnover59.87%IV3.51%PremiumJan 17, 2025Expiry Date3.59Intrinsic Value100Multiplier21DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5705Delta0.0297Gamma12.61Leverage Ratio-0.1162Theta-0.0306Rho-7.19Eff Leverage0.0872Vega