0.45Open0.77Pre Close15 Volume74 Open Interest10.00Strike Price700.00Turnover53.24%IV4.48%PremiumOct 18, 2024Expiry Date0.05Intrinsic Value100Multiplier17DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.5480Delta0.3401Gamma20.10Leverage Ratio-0.0142Theta0.0024Rho11.02Eff Leverage0.0087Vega