0.30Open0.65Pre Close22 Volume651 Open Interest8.00Strike Price765.00Turnover48.00%IV2.30%PremiumSep 20, 2024Expiry Date0.17Intrinsic Value100Multiplier5DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.6318Delta0.8441Gamma28.47Leverage Ratio-0.0164Theta-0.0007Rho-17.99Eff Leverage0.0035Vega