0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover20.93%IV0.19%PremiumDec 6, 2024Expiry Date0.44Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6661Delta0.3780Gamma133.79Leverage Ratio-0.1954Theta0.0017Rho89.12Eff Leverage0.0167Vega