0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover18.56%IV0.23%PremiumDec 6, 2024Expiry Date0.40Intrinsic Value100Multiplier1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.6457Delta0.4398Gamma134.83Leverage Ratio-0.1852Theta0.0016Rho87.06Eff Leverage0.0169Vega