0.25Open0.22Pre Close26 Volume337 Open Interest7.00Strike Price764.00Turnover67.60%IV8.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4330Delta0.3849Gamma22.43Leverage Ratio-0.0114Theta0.0013Rho9.71Eff Leverage0.0059Vega