3.80Open4.13Pre Close2 Volume235 Open Interest100.00Strike Price710.00Turnover15.85%IV0.19%PremiumJan 17, 2025Expiry Date3.12Intrinsic Value100Multiplier25DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7721Delta0.0863Gamma28.08Leverage Ratio-0.0179Theta-0.0335Rho-21.68Eff Leverage0.0747Vega