2.35Open2.67Pre Close3 Volume633 Open Interest62.50Strike Price705.00Turnover27.59%IV2.32%PremiumNov 15, 2024Expiry Date0.88Intrinsic Value100Multiplier24DDays to Expiry1.47Extrinsic Value100Contract SizeAmericanOptions Type0.6073Delta0.0848Gamma26.69Leverage Ratio-0.0402Theta0.0243Rho16.21Eff Leverage0.0632Vega