0.95Open1.10Pre Close5 Volume21 Open Interest242.50Strike Price730.00Turnover11.92%IV0.35%PremiumDec 27, 2024Expiry Date0.69Intrinsic Value100Multiplier1DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.6851Delta0.2364Gamma237.26Leverage Ratio-0.2976Theta0.0044Rho162.54Eff Leverage0.0447Vega