0.15Open0.35Pre Close51 Volume188 Open Interest138.00Strike Price768.00Turnover69.20%IV8.24%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0506Delta0.0173Gamma1020.72Leverage Ratio-0.1193Theta0.0003Rho51.66Eff Leverage0.0090Vega