0.78Open0.43Pre Close10 Volume47 Open Interest97.00Strike Price768.00Turnover32.07%IV2.13%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.3408Delta0.1212Gamma141.72Leverage Ratio-0.1699Theta0.0031Rho48.29Eff Leverage0.0346Vega