0.30Open0.25Pre Close28 Volume344 Open Interest25.00Strike Price765.00Turnover20.00%IV5.12%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1155Delta0.2158Gamma476.60Leverage Ratio-0.0070Theta0.0010Rho55.03Eff Leverage0.0088Vega