0.01Open0.02Pre Close767 Volume2.84K Open Interest140.00Strike Price767.00Turnover161.83%IV33.09%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0012Delta0.0001Gamma20921.00Leverage Ratio-0.0097Theta0.0000Rho-25.31Eff Leverage0.0007Vega