3.50Open3.00Pre Close2 Volume23 Open Interest200.00Strike Price700.00Turnover25.34%IV0.72%PremiumNov 8, 2024Expiry Date2.04Intrinsic Value100Multiplier1DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.6908Delta0.1314Gamma89.80Leverage Ratio-0.5598Theta0.0038Rho62.03Eff Leverage0.0373Vega