3.50Open3.99Pre Close2 Volume20 Open Interest190.00Strike Price700.00Turnover46.51%IV0.28%PremiumDec 13, 2024Expiry Date2.97Intrinsic Value100Multiplier2DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.6705Delta0.0562Gamma43.50Leverage Ratio-0.6362Theta-0.0065Rho-29.16Eff Leverage0.0502Vega