0.35Open0.35Pre Close20 Volume6 Open Interest93.00Strike Price760.00Turnover22.97%IV1.72%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.2772Delta0.1452Gamma221.73Leverage Ratio-0.0942Theta-0.0028Rho-61.46Eff Leverage0.0337Vega