7.00Open4.40Pre Close1 Volume4 Open Interest95.00Strike Price700.00Turnover38.21%IV1.47%PremiumAug 16, 2024Expiry Date5.52Intrinsic Value100Multiplier21DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type0.7619Delta0.0331Gamma13.68Leverage Ratio-0.0777Theta0.0408Rho10.42Eff Leverage0.0756Vega