0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover19.65%IV0.26%PremiumDec 6, 2024Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.6885Delta0.3978Gamma138.26Leverage Ratio-0.1761Theta0.0017Rho95.20Eff Leverage0.0160Vega