0.20Open0.18Pre Close53 Volume8.67K Open Interest8.00Strike Price766.00Turnover73.73%IV8.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.2805Delta0.4453Gamma60.00Leverage Ratio-0.0193Theta0.0004Rho16.83Eff Leverage0.0035Vega