0.15Open0.10Pre Close62 Volume68 Open Interest43.00Strike Price764.00Turnover60.60%IV6.28%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.1341Delta0.0856Gamma261.14Leverage Ratio-0.0865Theta-0.0005Rho-35.02Eff Leverage0.0090Vega