0.20Open0.10Pre Close29 Volume1.47K Open Interest29.00Strike Price766.00Turnover84.44%IV4.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2438Delta0.1954Gamma123.60Leverage Ratio-0.1567Theta0.0003Rho30.13Eff Leverage0.0060Vega