0.15Open0.27Pre Close53 Volume1.90K Open Interest43.00Strike Price737.00Turnover21.70%IV1.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2608Delta0.4618Gamma386.68Leverage Ratio-0.0587Theta0.0006Rho100.83Eff Leverage0.0105Vega