0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover19.79%IV0.19%PremiumDec 6, 2024Expiry Date0.44Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6983Delta0.3967Gamma132.69Leverage Ratio-0.1741Theta0.0017Rho92.66Eff Leverage0.0155Vega