0.45Open0.50Pre Close17 Volume45 Open Interest1.00Strike Price725.00Turnover115.70%IV2.94%PremiumNov 15, 2024Expiry Date0.36Intrinsic Value100Multiplier16DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9201Delta0.4538Gamma3.63Leverage Ratio-0.0016Theta0.0004Rho3.34Eff Leverage0.0004Vega