0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover20.43%IV0.24%PremiumDec 6, 2024Expiry Date0.40Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6646Delta0.3898Gamma130.48Leverage Ratio-0.1929Theta0.0017Rho86.72Eff Leverage0.0167Vega