2.40Open5.10Pre Close3 Volume3 Open Interest82.50Strike Price720.00Turnover1510.90%IV0.17%PremiumDec 20, 2024Expiry Date2.26Intrinsic Value100Multiplier-1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.8959Delta0.1007Gamma36.85Leverage Ratio-222.4521Theta0.0000Rho33.01Eff Leverage0.0002Vega