0.65Open0.35Pre Close12 Volume128 Open Interest34.00Strike Price715.00Turnover16.57%IV0.92%PremiumOct 18, 2024Expiry Date0.29Intrinsic Value100Multiplier13DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.5878Delta0.3821Gamma61.29Leverage Ratio-0.0139Theta-0.0057Rho-36.03Eff Leverage0.0244Vega