3.50Open2.65Pre Close2 Volume59 Open Interest29.00Strike Price700.00Turnover94.58%IV0.58%PremiumJul 19, 2024Expiry Date3.35Intrinsic Value100Multiplier8DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7755Delta0.0802Gamma6.79Leverage Ratio-0.0616Theta-0.0048Rho-5.27Eff Leverage0.0119Vega