0.10Open0.14Pre Close36 Volume216 Open Interest50.00Strike Price686.00Turnover39.52%IV9.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.0842Delta0.0408Gamma365.23Leverage Ratio-0.0252Theta-0.0013Rho-30.74Eff Leverage0.0148Vega