0.71Open2.97Pre Close10 Volume244 Open Interest17.00Strike Price695.00Turnover67.41%IV5.64%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.4498Delta0.2872Gamma37.65Leverage Ratio-0.0537Theta0.0011Rho16.93Eff Leverage0.0081Vega