1.22Open0.97Pre Close7 Volume111 Open Interest79.00Strike Price759.00Turnover21.24%IV0.41%PremiumDec 6, 2024Expiry Date0.70Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.7094Delta0.2777Gamma89.05Leverage Ratio-0.1278Theta0.0030Rho63.17Eff Leverage0.0199Vega