0.35Open0.50Pre Close20 Volume57 Open Interest12.50Strike Price700.00Turnover30.12%IV2.64%PremiumDec 20, 2024Expiry Date0.02Intrinsic Value100Multiplier27DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.4786Delta0.3931Gamma31.20Leverage Ratio-0.0069Theta-0.0040Rho-14.93Eff Leverage0.0135Vega