1.75Open2.67Pre Close4 Volume78 Open Interest13.00Strike Price765.00Turnover109.25%IV2.16%PremiumDec 27, 2024Expiry Date1.82Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.8818Delta0.1154Gamma7.70Leverage Ratio-0.0417Theta0.0013Rho6.79Eff Leverage0.0031Vega