0.58Open0.61Pre Close13 Volume419 Open Interest11.00Strike Price764.00Turnover49.37%IV0.87%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier7DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7295Delta0.4059Gamma19.08Leverage Ratio-0.0191Theta0.0016Rho13.92Eff Leverage0.0055Vega