0.49Open0.35Pre Close21 Volume232 Open Interest22.00Strike Price679.00Turnover32.38%IV1.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4980Delta0.5158Gamma73.23Leverage Ratio-0.0395Theta0.0013Rho36.47Eff Leverage0.0095Vega