3.83Open3.96Pre Close2 Volume83 Open Interest16.00Strike Price766.00Turnover89.01%IV4.96%PremiumDec 20, 2024Expiry Date3.20Intrinsic Value100Multiplier31DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type-0.7666Delta0.0945Gamma3.61Leverage Ratio-0.0152Theta-0.0088Rho-2.77Eff Leverage0.0114Vega