0.35Open0.45Pre Close20 Volume322 Open Interest16.00Strike Price700.00Turnover70.18%IV14.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2007Delta0.0859Gamma45.63Leverage Ratio-0.0189Theta-0.0024Rho-9.16Eff Leverage0.0131Vega