0.57Open1.00Pre Close13 Volume846 Open Interest120.00Strike Price703.00Turnover17.88%IV4.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.2243Delta0.0607Gamma185.28Leverage Ratio-0.0388Theta0.0144Rho41.56Eff Leverage0.0825Vega