0.15Open0.10Pre Close51 Volume942 Open Interest5.00Strike Price760.00Turnover90.24%IV12.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2687Delta0.5039Gamma45.20Leverage Ratio-0.0118Theta0.0003Rho12.15Eff Leverage0.0024Vega