1.06Open1.40Pre Close6 Volume175 Open Interest101.00Strike Price766.00Turnover1327.08%IV0.05%PremiumDec 27, 2024Expiry Date1.30Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8204Delta0.2028Gamma75.25Leverage Ratio-488.8664Theta0.0000Rho-61.73Eff Leverage0.0003Vega