0.15Open0.20Pre Close48 Volume277 Open Interest81.00Strike Price736.00Turnover20.87%IV2.04%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.2014Delta0.1793Gamma530.43Leverage Ratio-0.0705Theta0.0014Rho106.84Eff Leverage0.0211Vega