0.86Open1.28Pre Close4.11K Volume952 Open Interest223.00Strike Price701.04KTurnover33.38%IV0.37%PremiumJul 30, 2024Expiry Date1.27Intrinsic Value100Multiplier0DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type-0.6359Delta0.1075Gamma105.09Leverage Ratio-0.8045Theta-0.0029Rho-66.83Eff Leverage0.0394Vega