0.70Open0.55Pre Close10 Volume62 Open Interest19.50Strike Price700.00Turnover30.37%IV0.05%PremiumDec 6, 2024Expiry Date0.69Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9325Delta0.3104Gamma26.87Leverage Ratio-0.0087Theta-0.0008Rho-25.06Eff Leverage0.0019Vega