0.22Open0.23Pre Close36 Volume238 Open Interest34.00Strike Price767.00Turnover63.06%IV4.26%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.2572Delta0.1948Gamma131.40Leverage Ratio-0.1220Theta0.0005Rho33.80Eff Leverage0.0085Vega