0.60Open0.55Pre Close13 Volume247 Open Interest47.50Strike Price770.00Turnover35.04%IV6.78%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2720Delta0.0925Gamma78.26Leverage Ratio-0.0332Theta0.0060Rho21.29Eff Leverage0.0340Vega