2.30Open3.74Pre Close3 Volume100 Open Interest37.00Strike Price690.00Turnover47.44%IV2.40%PremiumDec 20, 2024Expiry Date1.38Intrinsic Value100Multiplier16DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type0.6693Delta0.0952Gamma16.51Leverage Ratio-0.0466Theta0.0102Rho11.05Eff Leverage0.0291Vega