2.55Open2.90Pre Close3 Volume13 Open Interest48.00Strike Price765.00Turnover40.42%IV2.91%PremiumDec 20, 2024Expiry Date1.12Intrinsic Value100Multiplier23DDays to Expiry1.43Extrinsic Value100Contract SizeAmericanOptions Type0.6220Delta0.0760Gamma18.36Leverage Ratio-0.0448Theta0.0177Rho11.42Eff Leverage0.0470Vega