0.95Open1.13Pre Close8 Volume24 Open Interest9.00Strike Price764.00Turnover120.47%IV0.05%PremiumNov 8, 2024Expiry Date0.98Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8761Delta0.2245Gamma6.98Leverage Ratio-0.0421Theta0.0004Rho6.11Eff Leverage0.0015Vega