0.60Open0.60Pre Close11 Volume7 Open Interest75.00Strike Price765.00Turnover46.71%IV15.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.1753Delta0.0307Gamma87.75Leverage Ratio-0.0410Theta0.0081Rho15.39Eff Leverage0.0465Vega