3.85Open3.24Pre Close2 Volume86 Open Interest20.00Strike Price765.00Turnover97.65%IV1.06%PremiumOct 18, 2024Expiry Date3.55Intrinsic Value100Multiplier24DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.7839Delta0.0492Gamma5.29Leverage Ratio-0.0377Theta0.0094Rho4.15Eff Leverage0.0179Vega