0.45Open0.60Pre Close17 Volume55 Open Interest4.50Strike Price742.00Turnover86.96%IV0.74%PremiumDec 6, 2024Expiry Date0.42Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8371Delta0.6405Gamma9.07Leverage Ratio-0.0104Theta-0.0004Rho-7.59Eff Leverage0.0011Vega