0.01Open0.02Pre Close699 Volume668 Open Interest30.50Strike Price699.00Turnover79.14%IV16.78%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0098Delta0.0089Gamma3664.00Leverage Ratio-0.0074Theta0.0000Rho-35.93Eff Leverage0.0010Vega