7.00Open7.40Pre Close1 Volume36 Open Interest220.00Strike Price700.00Turnover14.31%IV1.34%PremiumDec 20, 2024Expiry Date4.00Intrinsic Value100Multiplier27DDays to Expiry3.00Extrinsic Value100Contract SizeAmericanOptions Type0.7137Delta0.0390Gamma35.56Leverage Ratio-0.0736Theta0.1140Rho25.38Eff Leverage0.2075Vega