70.48Open37.02Pre Close112 Volume113 Open Interest640.00Strike Price763.15KTurnover85.49%IV-0.09%PremiumAug 2, 2024Expiry Date57.83Intrinsic Value100Multiplier2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9040Delta0.0035Gamma11.44Leverage Ratio-1.6189Theta0.0381Rho10.34Eff Leverage0.0974Vega