0.15Open0.23Pre Close41 Volume205 Open Interest65.00Strike Price720.00Turnover37.10%IV1.66%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1522Delta0.2466Gamma853.33Leverage Ratio-0.1910Theta0.0002Rho129.85Eff Leverage0.0061Vega