0.55Open0.25Pre Close13 Volume221 Open Interest5.00Strike Price715.00Turnover69.55%IV4.13%PremiumDec 20, 2024Expiry Date0.33Intrinsic Value100Multiplier22DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6822Delta0.3903Gamma9.69Leverage Ratio-0.0078Theta0.0019Rho6.61Eff Leverage0.0047Vega