3.80Open4.31Pre Close2 Volume38 Open Interest110.00Strike Price760.00Turnover22.10%IV1.25%PremiumAug 16, 2024Expiry Date2.46Intrinsic Value100Multiplier24DDays to Expiry1.34Extrinsic Value100Contract SizeAmericanOptions Type-0.6285Delta0.0639Gamma29.06Leverage Ratio-0.0396Theta-0.0366Rho-18.27Eff Leverage0.1048Vega