0.70Open0.83Pre Close11 Volume343 Open Interest22.50Strike Price720.00Turnover48.47%IV7.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.3778Delta0.1496Gamma34.37Leverage Ratio-0.0233Theta0.0045Rho12.99Eff Leverage0.0199Vega