0.04Open0.05Pre Close252 Volume1.18K Open Interest63.00Strike Price768.00Turnover170.69%IV32.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0067Delta0.0012Gamma2665.43Leverage Ratio-0.0282Theta-0.0001Rho-17.80Eff Leverage0.0017Vega