0.13Open0.05Pre Close92 Volume421 Open Interest41.50Strike Price765.00Turnover53.20%IV1.37%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2245Delta0.4816Gamma512.75Leverage Ratio-0.3186Theta0.0001Rho115.12Eff Leverage0.0035Vega