0.42Open0.65Pre Close16 Volume366 Open Interest75.00Strike Price704.00Turnover29.38%IV7.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.1275Delta0.0365Gamma215.71Leverage Ratio-0.0271Theta-0.0055Rho-27.50Eff Leverage0.0406Vega