3.80Open4.01Pre Close2 Volume767 Open Interest50.00Strike Price760.00Turnover37.35%IV0.45%PremiumSep 20, 2024Expiry Date3.59Intrinsic Value100Multiplier7DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.9196Delta0.0684Gamma12.72Leverage Ratio-0.0198Theta-0.0057Rho-11.69Eff Leverage0.0097Vega