0.34Open0.65Pre Close22 Volume21 Open Interest10.00Strike Price727.00Turnover68.17%IV4.78%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4443Delta0.4538Gamma35.75Leverage Ratio-0.0296Theta0.0007Rho15.88Eff Leverage0.0050Vega