3.60Open3.30Pre Close2 Volume43 Open Interest80.00Strike Price710.00Turnover37.59%IV1.52%PremiumOct 18, 2024Expiry Date2.25Intrinsic Value100Multiplier11DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.6813Delta0.0650Gamma23.17Leverage Ratio-0.0936Theta0.0166Rho15.79Eff Leverage0.0522Vega