3.80Open4.00Pre Close2 Volume21 Open Interest250.00Strike Price760.00Turnover18.28%IV3.12%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry3.80Extrinsic Value100Contract SizeAmericanOptions Type0.3998Delta0.0349Gamma80.04Leverage Ratio-0.1113Theta0.0578Rho32.00Eff Leverage0.2340Vega