0.35Open0.50Pre Close20 Volume167 Open Interest5.00Strike Price700.00Turnover111.46%IV0.85%PremiumJul 19, 2024Expiry Date0.31Intrinsic Value100Multiplier6DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6301Delta0.5226Gamma9.87Leverage Ratio-0.0197Theta-0.0006Rho-6.22Eff Leverage0.0025Vega