0.35Open1.19Pre Close20 Volume89 Open Interest20.50Strike Price700.00Turnover72.32%IV1.86%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.4971Delta0.4384Gamma58.49Leverage Ratio-0.1737Theta0.0004Rho29.08Eff Leverage0.0050Vega