6.90Open6.80Pre Close1 Volume92 Open Interest130.00Strike Price690.00Turnover97.20%IV2.38%PremiumDec 20, 2024Expiry Date3.90Intrinsic Value100Multiplier3DDays to Expiry3.00Extrinsic Value100Contract SizeAmericanOptions Type-0.6098Delta0.0329Gamma18.28Leverage Ratio-0.7197Theta-0.0071Rho-11.14Eff Leverage0.0461Vega