3.70Open3.70Pre Close2 Volume87 Open Interest76.00Strike Price750.00Turnover48.00%IV0.26%PremiumJul 19, 2024Expiry Date3.60Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.8263Delta0.0610Gamma19.65Leverage Ratio-0.1322Theta0.0074Rho16.24Eff Leverage0.0225Vega