0.45Open0.45Pre Close14 Volume713 Open Interest5.00Strike Price702.00Turnover76.36%IV4.47%PremiumDec 20, 2024Expiry Date0.30Intrinsic Value100Multiplier22DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5885Delta0.4422Gamma8.95Leverage Ratio-0.0075Theta-0.0017Rho-5.27Eff Leverage0.0045Vega