0.64Open0.70Pre Close11 Volume8 Open Interest23.50Strike Price749.00Turnover50.30%IV0.50%PremiumOct 4, 2024Expiry Date0.58Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6838Delta0.2667Gamma27.52Leverage Ratio-0.0584Theta0.0019Rho18.82Eff Leverage0.0094Vega