0.05Open0.07Pre Close231 Volume104 Open Interest79.00Strike Price755.00Turnover54.63%IV11.98%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0150Delta0.0068Gamma2563.29Leverage Ratio-0.0181Theta-0.0002Rho-38.43Eff Leverage0.0038Vega