0.15Open0.17Pre Close46 Volume57 Open Interest12.50Strike Price767.00Turnover113.29%IV11.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2130Delta0.2221Gamma75.47Leverage Ratio-0.0510Theta0.0002Rho16.07Eff Leverage0.0034Vega