0.35Open0.53Pre Close21 Volume168 Open Interest27.00Strike Price767.00Turnover23.52%IV3.02%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.3476Delta0.2545Gamma78.49Leverage Ratio-0.0135Theta-0.0044Rho-27.28Eff Leverage0.0229Vega