0.05Open0.10Pre Close159 Volume782 Open Interest6.50Strike Price760.00Turnover125.65%IV15.93%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1455Delta0.3237Gamma113.00Leverage Ratio-0.0218Theta0.0001Rho16.44Eff Leverage0.0013Vega