0.03Open0.05Pre Close253 Volume353 Open Interest33.50Strike Price762.00Turnover59.29%IV7.78%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0635Delta0.0845Gamma778.00Leverage Ratio-0.0315Theta0.0001Rho49.43Eff Leverage0.0031Vega