0.55Open0.29Pre Close12 Volume66 Open Interest80.50Strike Price705.00Turnover18.65%IV0.33%PremiumDec 6, 2024Expiry Date0.33Intrinsic Value100Multiplier1DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.6772Delta0.4465Gamma152.50Leverage Ratio-0.1792Theta0.0015Rho103.28Eff Leverage0.0155Vega