2.40Open2.84Pre Close3 Volume64 Open Interest55.00Strike Price766.00Turnover40.04%IV0.12%PremiumSep 27, 2024Expiry Date2.79Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9208Delta0.0686Gamma20.86Leverage Ratio-0.0524Theta0.0043Rho19.21Eff Leverage0.0079Vega