5.30Open2.43Pre Close550 Volume667 Open Interest525.00Strike Price767.17KTurnover45.14%IV0.32%PremiumDec 6, 2024Expiry Date11.49Intrinsic Value100Multiplier2DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type0.7645Delta0.0185Gamma38.53Leverage Ratio-1.6374Theta0.0187Rho29.45Eff Leverage0.1133Vega