0.20Open0.15Pre Close39 Volume104 Open Interest462.50Strike Price766.00Turnover28.80%IV2.74%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type-0.0496Delta0.0122Gamma2716.29Leverage Ratio-0.1740Theta-0.0008Rho-134.61Eff Leverage0.0299Vega