0.65Open0.66Pre Close12 Volume101 Open Interest9.00Strike Price706.00Turnover114.87%IV4.52%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.5312Delta0.3781Gamma17.70Leverage Ratio-0.0568Theta-0.0005Rho-9.40Eff Leverage0.0036Vega