3.70Open3.24Pre Close2 Volume21 Open Interest11.00Strike Price740.00Turnover105.23%IV2.30%PremiumNov 15, 2024Expiry Date3.37Intrinsic Value100Multiplier24DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.8779Delta0.0515Gamma3.88Leverage Ratio-0.0175Theta0.0059Rho3.41Eff Leverage0.0076Vega