2.55Open1.34Pre Close3 Volume23 Open Interest45.50Strike Price765.00Turnover32.39%IV1.58%PremiumDec 6, 2024Expiry Date1.86Intrinsic Value100Multiplier4DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type-0.8921Delta0.1336Gamma22.73Leverage Ratio-0.0292Theta-0.0031Rho-20.28Eff Leverage0.0083Vega