0.20Open0.18Pre Close53 Volume8.67K Open Interest8.00Strike Price766.00Turnover70.80%IV7.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2855Delta0.4604Gamma60.52Leverage Ratio-0.0185Theta0.0004Rho17.28Eff Leverage0.0035Vega