0.15Open0.50Pre Close60 Volume95 Open Interest64.00Strike Price764.00Turnover34.74%IV4.94%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0992Delta0.0806Gamma610.80Leverage Ratio-0.0472Theta0.0006Rho60.59Eff Leverage0.0109Vega