14.70Open14.40Pre Close554 Volume657 Open Interest252.50Strike Price755.95KTurnover76.93%IV1.42%PremiumJul 26, 2024Expiry Date12.50Intrinsic Value100Multiplier4DDays to Expiry3.75Extrinsic Value100Contract SizeAmericanOptions Type0.7449Delta0.0142Gamma16.26Leverage Ratio-0.8730Theta0.0220Rho12.11Eff Leverage0.0942Vega