0.05Open0.15Pre Close153 Volume147 Open Interest300.00Strike Price765.00Turnover81.38%IV24.88%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0073Delta0.0009Gamma4805.40Leverage Ratio-0.0357Theta0.0002Rho35.16Eff Leverage0.0053Vega