0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover19.33%IV0.23%PremiumDec 6, 2024Expiry Date0.40Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6717Delta0.4045Gamma131.54Leverage Ratio-0.1771Theta0.0018Rho88.36Eff Leverage0.0167Vega