0.15Open0.18Pre Close86 Volume131 Open Interest540.00Strike Price763.00Turnover75.69%IV11.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0105Delta0.0008Gamma5089.92Leverage Ratio-0.1178Theta-0.0003Rho-53.35Eff Leverage0.0121Vega