0.16Open0.51Pre Close57 Volume210 Open Interest33.50Strike Price767.00Turnover9698.06%IV7.93%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0832Delta0.0949Gamma519.00Leverage Ratio-1153.5028Theta0.0000Rho43.16Eff Leverage0.0000Vega