0.35Open0.20Pre Close20 Volume37 Open Interest225.00Strike Price700.00Turnover149.47%IV1.45%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1876Delta0.0797Gamma651.29Leverage Ratio-12.7347Theta0.0000Rho-122.19Eff Leverage0.0061Vega