0.96Open1.15Pre Close8 Volume49 Open Interest36.00Strike Price735.00Turnover55.76%IV7.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.2893Delta0.0776Gamma44.79Leverage Ratio-0.0471Theta-0.0047Rho-12.96Eff Leverage0.0270Vega