0.47Open0.45Pre Close14 Volume90 Open Interest8.50Strike Price717.00Turnover40.80%IV0.99%PremiumDec 27, 2024Expiry Date0.42Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9413Delta0.4787Gamma19.01Leverage Ratio-0.0044Theta-0.0003Rho-17.90Eff Leverage0.0007Vega