0.45Open0.45Pre Close15 Volume35 Open Interest24.00Strike Price725.00Turnover18.05%IV1.47%PremiumSep 20, 2024Expiry Date0.20Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5451Delta0.3817Gamma47.60Leverage Ratio-0.0079Theta-0.0066Rho-25.95Eff Leverage0.0234Vega