3.70Open3.70Pre Close2 Volume87 Open Interest76.00Strike Price750.00Turnover82.47%IV0.45%PremiumJul 19, 2024Expiry Date3.44Intrinsic Value100Multiplier4DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.7080Delta0.0485Gamma16.38Leverage Ratio-0.3061Theta0.0060Rho11.60Eff Leverage0.0295Vega