0.62Open0.55Pre Close12 Volume197 Open Interest12.00Strike Price755.00Turnover45.09%IV0.65%PremiumSep 27, 2024Expiry Date0.61Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8622Delta0.3623Gamma19.25Leverage Ratio-0.0172Theta0.0012Rho16.60Eff Leverage0.0030Vega