0.85Open0.73Pre Close9 Volume375 Open Interest52.50Strike Price715.00Turnover38.91%IV10.06%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.2542Delta0.0641Gamma69.25Leverage Ratio-0.0332Theta0.0081Rho17.60Eff Leverage0.0412Vega