0.40Open0.40Pre Close16 Volume1.58K Open Interest2.00Strike Price690.00Turnover159.19%IV5.15%PremiumJan 17, 2025Expiry Date0.33Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7241Delta0.3711Gamma4.44Leverage Ratio-0.0072Theta0.0007Rho3.21Eff Leverage0.0019Vega