1.00Open0.92Pre Close8 Volume632 Open Interest28.50Strike Price756.00Turnover78.79%IV2.25%PremiumDec 6, 2024Expiry Date0.23Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.6072Delta0.2156Gamma33.41Leverage Ratio-0.1762Theta0.0010Rho20.29Eff Leverage0.0087Vega