0.32Open0.36Pre Close22 Volume840 Open Interest27.00Strike Price705.00Turnover42.44%IV11.06%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.1440Delta0.0705Gamma120.04Leverage Ratio-0.0152Theta-0.0027Rho-17.29Eff Leverage0.0172Vega