0.20Open0.05Pre Close26 Volume6 Open Interest17.50Strike Price715.00Turnover34.43%IV6.65%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3255Delta0.2439Gamma55.63Leverage Ratio-0.0118Theta0.0034Rho18.11Eff Leverage0.0154Vega