0.95Open1.05Pre Close6 Volume2.88K Open Interest55.00Strike Price764.00Turnover26.16%IV0.69%PremiumDec 20, 2024Expiry Date1.03Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.7494Delta0.2204Gamma44.06Leverage Ratio-0.0569Theta-0.0037Rho-33.02Eff Leverage0.0178Vega