0.25Open0.13Pre Close20 Volume838 Open Interest62.50Strike Price754.00Turnover36.77%IV7.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.1414Delta0.0606Gamma223.77Leverage Ratio-0.0386Theta0.0024Rho31.65Eff Leverage0.0225Vega