0.19Open0.23Pre Close23 Volume185 Open Interest29.50Strike Price765.00Turnover22.14%IV0.51%PremiumDec 6, 2024Expiry Date0.37Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.7855Delta0.6487Gamma69.36Leverage Ratio-0.0349Theta-0.0010Rho-54.48Eff Leverage0.0060Vega