0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover19.79%IV0.33%PremiumDec 6, 2024Expiry Date0.33Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6527Delta0.4327Gamma149.68Leverage Ratio-0.2079Theta0.0015Rho97.69Eff Leverage0.0159Vega