4.28Open3.48Pre Close2 Volume28 Open Interest75.50Strike Price757.00Turnover68.18%IV2.77%PremiumAug 2, 2024Expiry Date1.17Intrinsic Value100Multiplier1DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.6349Delta0.1097Gamma37.40Leverage Ratio-0.5016Theta0.0020Rho23.74Eff Leverage0.0189Vega