0.15Open0.20Pre Close51 Volume5 Open Interest9.00Strike Price765.00Turnover77.89%IV18.81%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1424Delta0.1028Gamma62.29Leverage Ratio-0.0099Theta-0.0011Rho-8.87Eff Leverage0.0063Vega