0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover18.81%IV0.28%PremiumDec 6, 2024Expiry Date0.37Intrinsic Value100Multiplier1DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.7058Delta0.4039Gamma145.70Leverage Ratio-0.1591Theta0.0018Rho102.84Eff Leverage0.0156Vega