7.00Open4.40Pre Close1 Volume4 Open Interest95.00Strike Price700.00Turnover38.04%IV2.13%PremiumAug 16, 2024Expiry Date4.87Intrinsic Value100Multiplier21DDays to Expiry2.13Extrinsic Value100Contract SizeAmericanOptions Type0.7412Delta0.0351Gamma15.48Leverage Ratio-0.0799Theta0.0395Rho11.48Eff Leverage0.0784Vega