3.40Open2.70Pre Close2 Volume443 Open Interest67.50Strike Price700.00Turnover33.54%IV2.97%PremiumDec 20, 2024Expiry Date1.55Intrinsic Value100Multiplier20DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type0.6391Delta0.0683Gamma22.10Leverage Ratio-0.0556Theta0.0230Rho14.12Eff Leverage0.0612Vega