2.50Open2.65Pre Close3 Volume60 Open Interest17.50Strike Price765.00Turnover52.75%IV1.66%PremiumDec 20, 2024Expiry Date2.32Intrinsic Value100Multiplier24DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.8445Delta0.0895Gamma7.62Leverage Ratio-0.0151Theta0.0092Rho6.44Eff Leverage0.0121Vega