0.35Open0.30Pre Close19 Volume56 Open Interest43.00Strike Price755.00Turnover17.09%IV0.69%PremiumJul 19, 2024Expiry Date0.10Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.5218Delta0.4945Gamma122.56Leverage Ratio-0.0355Theta-0.0024Rho-63.96Eff Leverage0.0189Vega