2.84Open3.07Pre Close2 Volume23 Open Interest6.50Strike Price764.00Turnover2807.68%IV26.70%PremiumOct 11, 2024Expiry Date2.42Intrinsic Value100Multiplier0DDays to Expiry2.38Extrinsic Value100Contract SizeAmericanOptions Type0.7927Delta0.0483Gamma2.59Leverage Ratio-4.2823Theta0.0000Rho2.05Eff Leverage0.0006Vega