0.05Open0.03Pre Close239 Volume542 Open Interest120.00Strike Price707.00Turnover31.17%IV2.55%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0383Delta0.0507Gamma4681.60Leverage Ratio-0.0877Theta0.0001Rho179.10Eff Leverage0.0044Vega