0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover19.56%IV0.35%PremiumDec 6, 2024Expiry Date0.31Intrinsic Value100Multiplier1DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.6679Delta0.4317Gamma152.46Leverage Ratio-0.1942Theta0.0015Rho101.83Eff Leverage0.0156Vega