0.03Open0.05Pre Close225 Volume12 Open Interest187.50Strike Price675.00Turnover47.62%IV11.34%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0060Delta0.0017Gamma10572.00Leverage Ratio-0.0155Theta-0.0001Rho-63.14Eff Leverage0.0036Vega