3.50Open3.30Pre Close2 Volume203 Open Interest30.00Strike Price700.00Turnover45.71%IV3.20%PremiumDec 20, 2024Expiry Date2.46Intrinsic Value100Multiplier24DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type0.7752Delta0.0787Gamma10.73Leverage Ratio-0.0265Theta0.0146Rho8.32Eff Leverage0.0250Vega