3.60Open4.10Pre Close2 Volume47 Open Interest75.00Strike Price720.00Turnover38.07%IV2.52%PremiumAug 16, 2024Expiry Date1.67Intrinsic Value100Multiplier22DDays to Expiry1.93Extrinsic Value100Contract SizeAmericanOptions Type0.6265Delta0.0522Gamma19.66Leverage Ratio-0.0680Theta0.0272Rho12.31Eff Leverage0.0722Vega