0.40Open0.45Pre Close15 Volume174 Open Interest8.00Strike Price691.00Turnover66.03%IV1.32%PremiumDec 27, 2024Expiry Date0.45Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8621Delta0.5679Gamma15.89Leverage Ratio-0.0172Theta-0.0004Rho-13.70Eff Leverage0.0013Vega