0.35Open0.60Pre Close2.97K Volume211 Open Interest100.00Strike Price736.48KTurnover46.45%IV3.95%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier16DDays to Expiry3.95Extrinsic Value100Contract SizeAmericanOptions Type-0.4755Delta0.0412Gamma26.31Leverage Ratio-0.1176Theta-0.0200Rho-12.51Eff Leverage0.0831Vega