0.23Open0.18Pre Close85 Volume371 Open Interest192.50Strike Price755.00Turnover42.93%IV6.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0295Delta0.0117Gamma2787.08Leverage Ratio-0.0605Theta0.0003Rho82.35Eff Leverage0.0090Vega