2.59Open2.70Pre Close2.84K Volume3.48K Open Interest195.00Strike Price755.98KTurnover22.18%IV0.44%PremiumDec 27, 2024Expiry Date2.14Intrinsic Value100Multiplier3DDays to Expiry0.86Extrinsic Value100Contract SizeAmericanOptions Type0.7152Delta0.0828Gamma67.05Leverage Ratio-0.2471Theta0.0121Rho47.95Eff Leverage0.0627Vega