0.25Open0.60Pre Close27 Volume119 Open Interest21.00Strike Price675.00Turnover109.11%IV8.75%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2039Delta0.1783Gamma111.66Leverage Ratio-0.1125Theta0.0002Rho22.77Eff Leverage0.0041Vega