0.03Open0.04Pre Close242 Volume563 Open Interest19.00Strike Price705.00Turnover61.83%IV10.77%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0636Delta0.1122Gamma572.33Leverage Ratio-0.0156Theta0.0001Rho36.42Eff Leverage0.0022Vega