0.06Open0.07Pre Close119 Volume314 Open Interest21.50Strike Price706.00Turnover44.03%IV6.11%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1056Delta0.2012Gamma451.11Leverage Ratio-0.0210Theta0.0002Rho47.62Eff Leverage0.0038Vega