0.38Open0.88Pre Close20 Volume25 Open Interest126.00Strike Price760.00Turnover458.05%IV44.19%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.0528Delta0.0058Gamma230.66Leverage Ratio-1.2224Theta0.0001Rho12.17Eff Leverage0.0043Vega