3.75Open3.85Pre Close2 Volume268 Open Interest41.00Strike Price750.00Turnover173.13%IV2.97%PremiumDec 6, 2024Expiry Date2.61Intrinsic Value100Multiplier1DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type-0.7018Delta0.0806Gamma11.39Leverage Ratio-0.5434Theta-0.0012Rho-7.99Eff Leverage0.0086Vega