0.05Open0.30Pre Close447 Volume701 Open Interest162.50Strike Price696.00Turnover99.25%IV15.62%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0028Delta0.0007Gamma19258.00Leverage Ratio-0.0100Theta0.0000Rho-53.89Eff Leverage0.0010Vega