0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover20.28%IV0.14%PremiumDec 6, 2024Expiry Date0.48Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6928Delta0.3875Gamma125.54Leverage Ratio-0.1810Theta0.0017Rho86.98Eff Leverage0.0157Vega