0.22Open0.38Pre Close27 Volume1.38K Open Interest870.00Strike Price715.00Turnover70.86%IV12.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0185Delta0.0011Gamma2814.07Leverage Ratio-0.2596Theta0.0008Rho52.07Eff Leverage0.0266Vega