0.15Open0.09Pre Close46 Volume184 Open Interest6.50Strike Price690.00Turnover67.93%IV1.55%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.5295Delta0.9092Gamma32.25Leverage Ratio-0.0254Theta-0.0003Rho-17.08Eff Leverage0.0026Vega