0.20Open0.22Pre Close51 Volume419 Open Interest192.50Strike Price680.00Turnover32.93%IV3.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0682Delta0.0290Gamma1767.29Leverage Ratio-0.1150Theta0.0007Rho120.51Eff Leverage0.0181Vega