0.35Open0.50Pre Close20 Volume97 Open Interest5.50Strike Price700.00Turnover83.72%IV1.72%PremiumSep 27, 2024Expiry Date0.26Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6846Delta0.7458Gamma14.97Leverage Ratio-0.0200Theta-0.0004Rho-10.25Eff Leverage0.0020Vega