0.05Open0.05Pre Close172 Volume406 Open Interest25.50Strike Price710.00Turnover46.85%IV5.58%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0850Delta0.1706Gamma691.14Leverage Ratio-0.0257Theta0.0001Rho58.73Eff Leverage0.0030Vega