0.90Open2.35Pre Close9 Volume83 Open Interest88.00Strike Price705.00Turnover23.86%IV2.00%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.2574Delta0.2205Gamma386.71Leverage Ratio-0.1422Theta0.0011Rho99.55Eff Leverage0.0198Vega