3.55Open3.50Pre Close2 Volume785 Open Interest155.00Strike Price710.00Turnover39.06%IV0.84%PremiumDec 20, 2024Expiry Date2.27Intrinsic Value100Multiplier4DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6182Delta0.0566Gamma38.67Leverage Ratio-0.2786Theta-0.0113Rho-23.90Eff Leverage0.0659Vega