3.40Open2.70Pre Close2 Volume443 Open Interest67.50Strike Price700.00Turnover33.38%IV2.97%PremiumDec 20, 2024Expiry Date1.55Intrinsic Value100Multiplier20DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type0.6393Delta0.0683Gamma22.10Leverage Ratio-0.0552Theta0.0232Rho14.13Eff Leverage0.0615Vega