3.40Open3.00Pre Close2 Volume111 Open Interest88.00Strike Price680.00Turnover73.64%IV1.34%PremiumJan 17, 2025Expiry Date2.25Intrinsic Value100Multiplier6DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5866Delta0.0479Gamma19.06Leverage Ratio-0.2662Theta-0.0084Rho-11.18Eff Leverage0.0431Vega