0.40Open0.45Pre Close18 Volume631 Open Interest7.00Strike Price720.00Turnover32.00%IV3.35%PremiumSep 20, 2024Expiry Date0.16Intrinsic Value100Multiplier32DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6301Delta0.5533Gamma19.09Leverage Ratio-0.0046Theta0.0037Rho12.03Eff Leverage0.0081Vega