0.55Open0.63Pre Close14 Volume192 Open Interest23.00Strike Price765.00Turnover33.94%IV0.16%PremiumDec 6, 2024Expiry Date0.69Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8795Delta0.3490Gamma30.36Leverage Ratio-0.0222Theta-0.0010Rho-26.70Eff Leverage0.0035Vega