0.45Open0.75Pre Close9 Volume97 Open Interest52.00Strike Price706.00Turnover23.25%IV0.59%PremiumDec 27, 2024Expiry Date0.67Intrinsic Value100Multiplier1DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.8990Delta0.3310Gamma75.24Leverage Ratio-0.0725Theta0.0009Rho67.64Eff Leverage0.0041Vega