0.64Open0.80Pre Close11 Volume245 Open Interest35.00Strike Price764.00Turnover32.21%IV4.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3654Delta0.1406Gamma51.06Leverage Ratio-0.0243Theta-0.0066Rho-18.66Eff Leverage0.0313Vega