0.20Open0.15Pre Close39 Volume104 Open Interest462.50Strike Price766.00Turnover29.07%IV2.97%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.0481Delta0.0115Gamma2722.69Leverage Ratio-0.1730Theta-0.0008Rho-130.85Eff Leverage0.0299Vega