2.40Open2.23Pre Close3 Volume445 Open Interest25.00Strike Price760.00Turnover36.52%IV1.88%PremiumDec 20, 2024Expiry Date2.09Intrinsic Value100Multiplier20DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.8425Delta0.1034Gamma11.53Leverage Ratio-0.0163Theta0.0113Rho9.71Eff Leverage0.0154Vega