3.83Open4.24Pre Close2 Volume7 Open Interest12.50Strike Price766.00Turnover112.95%IV0.91%PremiumNov 15, 2024Expiry Date3.75Intrinsic Value100Multiplier21DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.8833Delta0.0868Gamma2.27Leverage Ratio-0.0100Theta-0.0046Rho-2.01Eff Leverage0.0041Vega