0.63Open2.02Pre Close11 Volume52 Open Interest205.00Strike Price695.00Turnover20.38%IV1.16%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.2717Delta0.1114Gamma413.48Leverage Ratio-0.2926Theta-0.0026Rho-112.33Eff Leverage0.0485Vega