0.35Open0.70Pre Close21 Volume765 Open Interest350.00Strike Price727.00Turnover30.78%IV5.56%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0694Delta0.0092Gamma822.78Leverage Ratio-0.1528Theta-0.0038Rho-57.11Eff Leverage0.0626Vega