0.35Open0.27Pre Close20 Volume42 Open Interest10.00Strike Price700.00Turnover26.35%IV0.88%PremiumJan 17, 2025Expiry Date0.26Intrinsic Value100Multiplier21DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.6823Delta0.5446Gamma24.14Leverage Ratio-0.0063Theta0.0039Rho16.47Eff Leverage0.0089Vega