3.60Open4.70Pre Close2 Volume837 Open Interest34.00Strike Price720.00Turnover75.10%IV4.21%PremiumDec 20, 2024Expiry Date2.08Intrinsic Value100Multiplier24DDays to Expiry1.52Extrinsic Value100Contract SizeAmericanOptions Type0.6629Delta0.0528Gamma9.25Leverage Ratio-0.0560Theta0.0131Rho6.13Eff Leverage0.0336Vega