3.80Open3.80Pre Close2 Volume0 Open Interest80.00Strike Price760.00Turnover29.84%IV1.82%PremiumAug 16, 2024Expiry Date2.39Intrinsic Value100Multiplier23DDays to Expiry1.41Extrinsic Value100Contract SizeAmericanOptions Type-0.6317Delta0.0663Gamma21.56Leverage Ratio-0.0416Theta-0.0265Rho-13.62Eff Leverage0.0735Vega