7.67Open5.40Pre Close1 Volume94 Open Interest95.00Strike Price767.00Turnover41.92%IV1.79%PremiumAug 16, 2024Expiry Date6.08Intrinsic Value100Multiplier25DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type-0.6989Delta0.0363Gamma11.70Leverage Ratio-0.0593Theta-0.0382Rho-8.18Eff Leverage0.0818Vega