0.06Open0.05Pre Close66 Volume49 Open Interest9.50Strike Price754.00Turnover88.83%IV8.84%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2241Delta0.3702Gamma88.20Leverage Ratio-0.0320Theta0.0002Rho19.77Eff Leverage0.0027Vega