3.40Open3.60Pre Close2 Volume364 Open Interest110.00Strike Price700.00Turnover24.32%IV2.48%PremiumJan 17, 2025Expiry Date0.85Intrinsic Value100Multiplier21DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.5806Delta0.0598Gamma34.64Leverage Ratio-0.0675Theta0.0360Rho20.11Eff Leverage0.1051Vega