1.93Open2.70Pre Close4 Volume434 Open Interest80.00Strike Price703.00Turnover28.75%IV1.04%PremiumJan 17, 2025Expiry Date0.76Intrinsic Value100Multiplier12DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.5920Delta0.0906Gamma37.13Leverage Ratio-0.0737Theta0.0155Rho21.98Eff Leverage0.0579Vega