17.77Open21.13Pre Close261 Volume1.07K Open Interest855.00Strike Price684.82KTurnover36.11%IV0.28%PremiumJan 17, 2025Expiry Date26.60Intrinsic Value100Multiplier2DDays to Expiry2.28Extrinsic Value100Contract SizeAmericanOptions Type-0.8424Delta0.0096Gamma29.09Leverage Ratio-1.0533Theta-0.0435Rho-24.51Eff Leverage0.1703Vega