0.55Open0.95Pre Close15 Volume158 Open Interest37.00Strike Price750.00Turnover46.36%IV11.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2293Delta0.0763Gamma67.12Leverage Ratio-0.0262Theta0.0047Rho15.39Eff Leverage0.0260Vega