0.65Open0.35Pre Close12 Volume128 Open Interest34.00Strike Price715.00Turnover16.66%IV0.92%PremiumOct 18, 2024Expiry Date0.29Intrinsic Value100Multiplier12DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.5881Delta0.3822Gamma61.29Leverage Ratio-0.0141Theta-0.0057Rho-36.04Eff Leverage0.0243Vega