19.45Open15.15Pre Close467 Volume7.24K Open Interest600.00Strike Price700.91KTurnover36.63%IV0.25%PremiumDec 6, 2024Expiry Date11.00Intrinsic Value100Multiplier1DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.8202Delta0.0206Gamma48.49Leverage Ratio-1.3063Theta0.0157Rho39.77Eff Leverage0.0909Vega