3.50Open2.38Pre Close2 Volume4 Open Interest170.00Strike Price700.00Turnover60.76%IV1.45%PremiumSep 20, 2024Expiry Date1.02Intrinsic Value100Multiplier2DDays to Expiry2.48Extrinsic Value100Contract SizeAmericanOptions Type0.5654Delta0.0528Gamma48.52Leverage Ratio-0.9366Theta0.0048Rho27.43Eff Leverage0.0483Vega