0.70Open0.70Pre Close10 Volume0 Open Interest7.50Strike Price700.00Turnover203.08%IV5.13%PremiumDec 20, 2024Expiry Date0.30Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.6560Delta0.2978Gamma11.14Leverage Ratio-0.1191Theta0.0003Rho7.31Eff Leverage0.0022Vega