0.11Open0.63Pre Close26 Volume118 Open Interest22.50Strike Price721.00Turnover46.89%IV1.11%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5313Delta0.3382Gamma45.10Leverage Ratio-0.0563Theta0.0014Rho23.96Eff Leverage0.0100Vega