0.05Open0.05Pre Close142 Volume479 Open Interest2.50Strike Price720.00Turnover131.43%IV11.35%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3288Delta0.9547Gamma30.53Leverage Ratio-0.0123Theta0.0001Rho10.04Eff Leverage0.0010Vega