7.65Open7.65Pre Close1 Volume0 Open Interest19.00Strike Price765.00Turnover260.47%IV0.44%PremiumNov 29, 2024Expiry Date7.60Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9708Delta0.0240Gamma1.50Leverage Ratio-0.0195Theta-0.0012Rho-1.45Eff Leverage0.0007Vega