0.73Open3.11Pre Close10 Volume18 Open Interest41.00Strike Price695.00Turnover24.41%IV0.54%PremiumAug 2, 2024Expiry Date0.51Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.6603Delta0.3412Gamma55.47Leverage Ratio-0.0440Theta-0.0028Rho-36.62Eff Leverage0.0163Vega