0.05Open0.15Pre Close153 Volume147 Open Interest300.00Strike Price765.00Turnover77.17%IV23.58%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0075Delta0.0010Gamma4856.00Leverage Ratio-0.0349Theta0.0002Rho36.42Eff Leverage0.0056Vega