0.50Open0.54Pre Close12 Volume130 Open Interest12.00Strike Price699.00Turnover75.52%IV0.32%PremiumNov 15, 2024Expiry Date0.56Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9238Delta0.3532Gamma21.84Leverage Ratio-0.0437Theta0.0002Rho20.18Eff Leverage0.0008Vega