6.95Open3.35Pre Close1 Volume65 Open Interest103.00Strike Price695.00Turnover101.46%IV0.52%PremiumJan 17, 2025Expiry Date6.38Intrinsic Value100Multiplier1DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.8404Delta0.0356Gamma15.68Leverage Ratio-0.5557Theta0.0032Rho13.18Eff Leverage0.0163Vega