0.30Open0.30Pre Close21 Volume53 Open Interest6.00Strike Price716.00Turnover127.16%IV4.28%PremiumSep 13, 2024Expiry Date0.07Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.5635Delta0.5341Gamma20.23Leverage Ratio-0.0479Theta0.0003Rho11.40Eff Leverage0.0023Vega