0.50Open0.50Pre Close14 Volume942 Open Interest5.00Strike Price765.00Turnover102.48%IV0.45%PremiumDec 20, 2024Expiry Date0.55Intrinsic Value100Multiplier5DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8132Delta0.4965Gamma7.42Leverage Ratio-0.0136Theta-0.0005Rho-6.03Eff Leverage0.0014Vega