0.45Open0.40Pre Close22 Volume245 Open Interest2.50Strike Price710.00Turnover73.33%IV2.21%PremiumDec 20, 2024Expiry Date0.22Intrinsic Value100Multiplier17DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7347Delta0.7654Gamma9.07Leverage Ratio-0.0044Theta0.0008Rho6.66Eff Leverage0.0019Vega