0.25Open0.25Pre Close30 Volume104 Open Interest4.00Strike Price691.00Turnover43.82%IV0.36%PremiumDec 6, 2024Expiry Date0.21Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9355Delta0.8952Gamma20.51Leverage Ratio-0.0037Theta0.0002Rho19.19Eff Leverage0.0004Vega