0.44Open0.23Pre Close7.39K Volume1.18K Open Interest78.00Strike Price681.92KTurnover33.48%IV0.51%PremiumJan 17, 2025Expiry Date0.73Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.6663Delta0.1821Gamma64.01Leverage Ratio-0.2015Theta0.0029Rho42.65Eff Leverage0.0217Vega