0.40Open0.60Pre Close14 Volume26 Open Interest44.50Strike Price759.00Turnover151.84%IV17.50%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.2448Delta0.0466Gamma43.17Leverage Ratio-0.2275Theta0.0011Rho10.57Eff Leverage0.0140Vega