0.15Open0.07Pre Close33 Volume41 Open Interest15.00Strike Price760.00Turnover68.86%IV5.97%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4093Delta0.2708Gamma36.45Leverage Ratio-0.0393Theta0.0011Rho14.92Eff Leverage0.0081Vega