0.55Open0.49Pre Close12 Volume131 Open Interest37.00Strike Price756.00Turnover51.40%IV0.98%PremiumJul 12, 2024Expiry Date0.39Intrinsic Value100Multiplier1DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.6042Delta0.2874Gamma48.81Leverage Ratio-0.1594Theta-0.0011Rho-29.49Eff Leverage0.0101Vega