6.87Open6.60Pre Close1 Volume10 Open Interest212.50Strike Price687.00Turnover67.62%IV0.91%PremiumJan 10, 2025Expiry Date4.98Intrinsic Value100Multiplier1DDays to Expiry1.89Extrinsic Value100Contract SizeAmericanOptions Type-0.7754Delta0.0472Gamma35.93Leverage Ratio-1.2663Theta-0.0032Rho-27.86Eff Leverage0.0282Vega