6.90Open5.82Pre Close1 Volume67 Open Interest30.00Strike Price690.00Turnover85.75%IV7.05%PremiumDec 20, 2024Expiry Date4.47Intrinsic Value100Multiplier23DDays to Expiry2.43Extrinsic Value100Contract SizeAmericanOptions Type0.7741Delta0.0405Gamma6.21Leverage Ratio-0.0511Theta0.0134Rho4.81Eff Leverage0.0260Vega