2.20Open2.98Pre Close4 Volume30 Open Interest36.00Strike Price766.00Turnover129.20%IV2.30%PremiumDec 6, 2024Expiry Date0.94Intrinsic Value100Multiplier2DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.6346Delta0.1020Gamma18.99Leverage Ratio-0.3669Theta0.0013Rho12.05Eff Leverage0.0107Vega