2.55Open2.67Pre Close3 Volume4 Open Interest12.50Strike Price765.00Turnover97.14%IV2.36%PremiumJul 19, 2024Expiry Date2.31Intrinsic Value100Multiplier12DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.8506Delta0.1294Gamma4.20Leverage Ratio-0.0156Theta-0.0029Rho-3.57Eff Leverage0.0044Vega