0.03Open0.04Pre Close336 Volume518 Open Interest32.00Strike Price704.00Turnover54.12%IV6.90%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0361Delta0.0577Gamma1717.50Leverage Ratio-0.0182Theta-0.0001Rho-61.99Eff Leverage0.0020Vega