0.65Open0.66Pre Close11 Volume11 Open Interest155.00Strike Price765.00Turnover33.68%IV14.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.0891Delta0.0128Gamma271.54Leverage Ratio-0.0377Theta0.0088Rho24.19Eff Leverage0.0602Vega