3.80Open7.55Pre Close2 Volume19 Open Interest17.50Strike Price764.00Turnover181.45%IV1.09%PremiumDec 20, 2024Expiry Date3.61Intrinsic Value100Multiplier4DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.8464Delta0.0548Gamma5.28Leverage Ratio-0.1125Theta0.0018Rho4.47Eff Leverage0.0056Vega