0.35Open0.27Pre Close20 Volume42 Open Interest10.00Strike Price700.00Turnover24.27%IV1.02%PremiumJan 17, 2025Expiry Date0.25Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.6843Delta0.5821Gamma25.61Leverage Ratio-0.0058Theta0.0040Rho17.53Eff Leverage0.0089Vega