0.35Open1.15Pre Close22 Volume415 Open Interest47.00Strike Price699.00Turnover71.93%IV11.58%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1431Delta0.0578Gamma154.15Leverage Ratio-0.0732Theta0.0010Rho22.06Eff Leverage0.0123Vega