0.49Open0.35Pre Close14 Volume380 Open Interest22.50Strike Price700.00Turnover64.01%IV4.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.4046Delta0.2262Gamma46.32Leverage Ratio-0.0653Theta0.0012Rho18.74Eff Leverage0.0104Vega