0.25Open0.13Pre Close18 Volume838 Open Interest62.50Strike Price701.00Turnover36.62%IV6.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1777Delta0.0694Gamma168.00Leverage Ratio-0.0451Theta0.0031Rho29.86Eff Leverage0.0267Vega