0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover19.61%IV0.37%PremiumDec 6, 2024Expiry Date0.30Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6592Delta0.4295Gamma161.59Leverage Ratio-0.2004Theta0.0015Rho106.52Eff Leverage0.0160Vega