0.40Open0.30Pre Close22 Volume145 Open Interest90.00Strike Price769.00Turnover84.24%IV24.69%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.0444Delta0.0046Gamma297.10Leverage Ratio-0.0603Theta-0.0022Rho-13.18Eff Leverage0.0229Vega