0.35Open0.43Pre Close21 Volume272 Open Interest40.00Strike Price765.00Turnover25.86%IV5.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.2079Delta0.0995Gamma120.23Leverage Ratio-0.0152Theta-0.0057Rho-24.99Eff Leverage0.0319Vega