2.40Open3.75Pre Close3 Volume91 Open Interest27.00Strike Price720.00Turnover57.85%IV2.73%PremiumDec 20, 2024Expiry Date1.71Intrinsic Value100Multiplier19DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.6595Delta0.1097Gamma10.67Leverage Ratio-0.0302Theta-0.0086Rho-7.04Eff Leverage0.0214Vega