0.31Open0.31Pre Close35 Volume738 Open Interest31.50Strike Price696.00Turnover21.95%IV0.85%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.4517Delta0.7644Gamma184.73Leverage Ratio-0.0594Theta0.0008Rho83.44Eff Leverage0.0093Vega