0.16Open0.21Pre Close69 Volume431 Open Interest42.50Strike Price756.00Turnover55.39%IV6.58%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0790Delta0.0861Gamma666.00Leverage Ratio-0.0476Theta0.0002Rho52.59Eff Leverage0.0045Vega