0.05Open0.06Pre Close53 Volume95 Open Interest4.00Strike Price675.00Turnover95.74%IV0.77%PremiumJul 5, 2024Expiry Date0.12Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7276Delta1.7775Gamma25.87Leverage Ratio-0.0337Theta-0.0001Rho-18.82Eff Leverage0.0006Vega