0.70Open1.76Pre Close10 Volume286 Open Interest80.00Strike Price700.00Turnover20.73%IV0.91%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.5246Delta0.2254Gamma146.73Leverage Ratio-0.0958Theta0.0047Rho76.98Eff Leverage0.0339Vega