3.82Open4.12Pre Close2 Volume109 Open Interest57.50Strike Price764.00Turnover30.75%IV1.56%PremiumOct 18, 2024Expiry Date2.88Intrinsic Value100Multiplier15DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.7971Delta0.0734Gamma17.50Leverage Ratio-0.0408Theta0.0192Rho13.95Eff Leverage0.0353Vega