2.65Open2.84Pre Close2 Volume671 Open Interest217.50Strike Price765.00Turnover418.27%IV0.09%PremiumNov 29, 2024Expiry Date4.80Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8676Delta0.0488Gamma43.63Leverage Ratio-57.4114Theta0.0000Rho37.86Eff Leverage0.0022Vega