3.40Open3.64Pre Close2 Volume78 Open Interest130.00Strike Price680.00Turnover40.83%IV4.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry3.40Extrinsic Value100Contract SizeAmericanOptions Type0.4634Delta0.0325Gamma31.21Leverage Ratio-0.1295Theta0.0303Rho14.46Eff Leverage0.1190Vega