0.07Open0.06Pre Close132 Volume1.60K Open Interest100.00Strike Price680.00Turnover25.42%IV11.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0225Delta0.0110Gamma2233.75Leverage Ratio-0.0076Theta0.0009Rho50.22Eff Leverage0.0102Vega