0.37Open0.40Pre Close17 Volume83 Open Interest2.00Strike Price740.00Turnover142.82%IV2.50%PremiumAug 16, 2024Expiry Date0.40Intrinsic Value100Multiplier23DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.6674Delta0.6341Gamma3.20Leverage Ratio-0.0043Theta-0.0008Rho-2.14Eff Leverage0.0015Vega