0.07Open0.08Pre Close122 Volume176 Open Interest10.50Strike Price765.00Turnover25.57%IV1.25%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3761Delta1.6284Gamma173.67Leverage Ratio-0.0178Theta0.0003Rho65.31Eff Leverage0.0035Vega