1.25Open1.59Pre Close6 Volume4 Open Interest117.00Strike Price745.00Turnover20.62%IV0.60%PremiumDec 27, 2024Expiry Date0.68Intrinsic Value100Multiplier4DDays to Expiry0.71Extrinsic Value100Contract SizeAmericanOptions Type0.6199Delta0.1474Gamma84.06Leverage Ratio-0.1351Theta0.0081Rho52.11Eff Leverage0.0477Vega