0.55Open0.55Pre Close13 Volume769 Open Interest32.00Strike Price735.00Turnover16.80%IV0.54%PremiumJul 19, 2024Expiry Date0.43Intrinsic Value100Multiplier11DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6587Delta0.4086Gamma52.62Leverage Ratio-0.0129Theta-0.0051Rho-34.66Eff Leverage0.0203Vega