0.49Open0.35Pre Close14 Volume380 Open Interest22.50Strike Price700.00Turnover62.07%IV4.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4048Delta0.2263Gamma46.32Leverage Ratio-0.0613Theta0.0013Rho18.75Eff Leverage0.0107Vega