1.30Open4.60Pre Close8 Volume11 Open Interest86.00Strike Price702.00Turnover36.27%IV0.80%PremiumJul 26, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.5141Delta0.2187Gamma114.71Leverage Ratio-0.4100Theta0.0015Rho58.98Eff Leverage0.0200Vega