3.65Open2.65Pre Close2 Volume507 Open Interest39.00Strike Price730.00Turnover27.90%IV1.26%PremiumSep 20, 2024Expiry Date3.12Intrinsic Value100Multiplier27DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.8631Delta0.0680Gamma12.03Leverage Ratio-0.0175Theta0.0247Rho10.39Eff Leverage0.0253Vega