3.60Open3.90Pre Close2 Volume7 Open Interest10.00Strike Price720.00Turnover110.35%IV0.78%PremiumNov 15, 2024Expiry Date3.50Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8949Delta0.0495Gamma3.60Leverage Ratio-0.0160Theta0.0051Rho3.22Eff Leverage0.0061Vega