7.65Open7.25Pre Close1 Volume26 Open Interest105.00Strike Price765.00Turnover61.80%IV0.14%PremiumAug 23, 2024Expiry Date7.49Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.8600Delta0.0298Gamma13.89Leverage Ratio-0.2077Theta0.0102Rho11.94Eff Leverage0.0269Vega