0.75Open0.69Pre Close10.85K Volume7.84K Open Interest62.00Strike Price769.49KTurnover53.65%IV3.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type0.3049Delta0.1105Gamma100.42Leverage Ratio-0.1689Theta0.0017Rho30.62Eff Leverage0.0207Vega