7.67Open8.60Pre Close1 Volume36 Open Interest165.00Strike Price767.00Turnover51.51%IV5.94%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry7.67Extrinsic Value100Contract SizeAmericanOptions Type-0.4255Delta0.0175Gamma22.01Leverage Ratio-0.1705Theta-0.0478Rho-9.36Eff Leverage0.1710Vega