0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover19.52%IV0.33%PremiumDec 6, 2024Expiry Date0.32Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6564Delta0.4355Gamma148.29Leverage Ratio-0.2023Theta0.0015Rho97.34Eff Leverage0.0159Vega