7.50Open6.10Pre Close757 Volume712 Open Interest515.00Strike Price768.66KTurnover40.36%IV0.80%PremiumDec 20, 2024Expiry Date16.50Intrinsic Value100Multiplier3DDays to Expiry4.00Extrinsic Value100Contract SizeAmericanOptions Type-0.7888Delta0.0149Gamma26.77Leverage Ratio-0.7894Theta-0.0332Rho-21.11Eff Leverage0.1402Vega