0.17Open0.30Pre Close42 Volume21 Open Interest35.50Strike Price766.00Turnover25.36%IV2.06%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2994Delta0.3717Gamma174.90Leverage Ratio-0.0431Theta0.0011Rho52.37Eff Leverage0.0128Vega