1.95Open4.10Pre Close3 Volume13 Open Interest120.00Strike Price771.00Turnover52.61%IV7.13%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry2.88Extrinsic Value100Contract SizeAmericanOptions Type-0.3163Delta0.0226Gamma36.55Leverage Ratio-0.1329Theta-0.0222Rho-11.56Eff Leverage0.1065Vega