0.30Open0.40Pre Close25 Volume58 Open Interest7.00Strike Price705.00Turnover56.54%IV0.28%PremiumSep 20, 2024Expiry Date0.23Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7330Delta0.8243Gamma24.10Leverage Ratio-0.0205Theta0.0005Rho17.66Eff Leverage0.0023Vega