0.09Open0.25Pre Close72 Volume978 Open Interest5.00Strike Price700.00Turnover125.54%IV9.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3621Delta0.4839Gamma26.54Leverage Ratio-0.0235Theta0.0003Rho9.61Eff Leverage0.0023Vega