0.40Open0.50Pre Close16 Volume295 Open Interest85.00Strike Price681.00Turnover18.22%IV5.60%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.1924Delta0.0668Gamma190.40Leverage Ratio-0.0217Theta0.0117Rho36.64Eff Leverage0.0614Vega