0.70Open0.85Pre Close10 Volume104 Open Interest30.00Strike Price700.00Turnover21.99%IV2.18%PremiumNov 15, 2024Expiry Date0.05Intrinsic Value100Multiplier22DDays to Expiry0.66Extrinsic Value100Contract SizeAmericanOptions Type0.5583Delta0.2421Gamma41.44Leverage Ratio-0.0166Theta0.0097Rho23.14Eff Leverage0.0293Vega