0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover19.67%IV0.35%PremiumDec 6, 2024Expiry Date0.31Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6360Delta0.4117Gamma144.30Leverage Ratio-0.1939Theta0.0017Rho91.78Eff Leverage0.0174Vega