0.21Open0.25Pre Close35 Volume5.24K Open Interest20.00Strike Price766.00Turnover132.69%IV75.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier30DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1091Delta0.0422Gamma57.70Leverage Ratio-0.0136Theta0.0009Rho6.29Eff Leverage0.0062Vega