1.30Open4.60Pre Close8 Volume11 Open Interest86.00Strike Price702.00Turnover35.09%IV0.80%PremiumJul 26, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.5144Delta0.2188Gamma114.71Leverage Ratio-0.3709Theta0.0016Rho59.00Eff Leverage0.0207Vega