0.85Open3.95Pre Close8 Volume184 Open Interest56.00Strike Price680.00Turnover24.37%IV0.37%PremiumDec 6, 2024Expiry Date0.64Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7160Delta0.2312Gamma59.62Leverage Ratio-0.0683Theta0.0044Rho42.69Eff Leverage0.0204Vega