0.67Open0.19Pre Close86 Volume695 Open Interest19.50Strike Price680.00Turnover53.22%IV3.05%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1800Delta0.5061Gamma380.20Leverage Ratio-0.0715Theta0.0001Rho68.45Eff Leverage0.0026Vega