0.50Open0.73Pre Close15 Volume3 Open Interest75.00Strike Price750.00Turnover50.18%IV2.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.3024Delta0.1318Gamma147.10Leverage Ratio-0.2758Theta0.0011Rho44.48Eff Leverage0.0184Vega