2.55Open2.90Pre Close3 Volume13 Open Interest48.00Strike Price765.00Turnover41.75%IV2.91%PremiumDec 20, 2024Expiry Date1.12Intrinsic Value100Multiplier23DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type0.6239Delta0.0734Gamma18.36Leverage Ratio-0.0462Theta0.0177Rho11.46Eff Leverage0.0470Vega