0.25Open0.29Pre Close30 Volume138 Open Interest116.00Strike Price767.00Turnover73.80%IV9.53%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.0610Delta0.0145Gamma568.71Leverage Ratio-0.1506Theta-0.0006Rho-34.71Eff Leverage0.0136Vega