0.35Open0.35Pre Close20 Volume6 Open Interest93.00Strike Price760.00Turnover22.74%IV1.69%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.2795Delta0.1475Gamma235.50Leverage Ratio-0.0938Theta-0.0028Rho-65.83Eff Leverage0.0337Vega