0.95Open1.13Pre Close8 Volume24 Open Interest9.00Strike Price764.00Turnover80.88%IV0.45%PremiumNov 8, 2024Expiry Date0.94Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9374Delta0.1988Gamma10.40Leverage Ratio-0.0149Theta0.0005Rho9.75Eff Leverage0.0009Vega