0.48Open0.90Pre Close13 Volume11 Open Interest125.50Strike Price716.00Turnover59.12%IV2.18%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.3339Delta0.0727Gamma114.23Leverage Ratio-0.6111Theta0.0019Rho38.14Eff Leverage0.0308Vega