2.60Open3.93Pre Close3 Volume159 Open Interest205.00Strike Price702.00Turnover20.68%IV0.63%PremiumOct 11, 2024Expiry Date0.93Intrinsic Value100Multiplier4DDays to Expiry1.29Extrinsic Value100Contract SizeAmericanOptions Type0.6177Delta0.0834Gamma86.71Leverage Ratio-0.2375Theta0.0143Rho53.56Eff Leverage0.0843Vega