0.30Open0.26Pre Close30 Volume518 Open Interest82.00Strike Price760.00Turnover16.84%IV3.31%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.1716Delta0.0867Gamma307.42Leverage Ratio-0.0224Theta-0.0055Rho-52.76Eff Leverage0.0444Vega