3.80Open5.70Pre Close2 Volume4 Open Interest95.00Strike Price760.00Turnover29.77%IV3.34%PremiumDec 20, 2024Expiry Date0.61Intrinsic Value100Multiplier32DDays to Expiry3.19Extrinsic Value100Contract SizeAmericanOptions Type0.5635Delta0.0464Gamma24.67Leverage Ratio-0.0579Theta0.0444Rho13.90Eff Leverage0.1122Vega