5.70Open2.68Pre Close1.31K Volume2.43K Open Interest50.00Strike Price767.22KTurnover25.87%IV0.77%PremiumDec 20, 2024Expiry Date5.78Intrinsic Value100Multiplier16DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.9802Delta0.0157Gamma9.45Leverage Ratio-0.0101Theta0.0219Rho9.27Eff Leverage0.0057Vega