2.00Open2.30Pre Close4 Volume19 Open Interest23.00Strike Price765.00Turnover64.92%IV7.45%PremiumDec 20, 2024Expiry Date0.04Intrinsic Value100Multiplier30DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type-0.4597Delta0.0923Gamma13.51Leverage Ratio-0.0269Theta-0.0091Rho-6.21Eff Leverage0.0264Vega