2.30Open2.40Pre Close3 Volume598 Open Interest3.00Strike Price690.00Turnover245.26%IV0.38%PremiumJan 17, 2025Expiry Date2.28Intrinsic Value100Multiplier6DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9746Delta0.0356Gamma2.30Leverage Ratio-0.0077Theta0.0005Rho2.24Eff Leverage0.0004Vega