0.17Open0.21Pre Close31 Volume8 Open Interest5.50Strike Price763.00Turnover64.19%IV1.75%PremiumJul 26, 2024Expiry Date0.20Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7144Delta0.8740Gamma20.73Leverage Ratio-0.0174Theta0.0004Rho14.81Eff Leverage0.0021Vega