1.12Open1.35Pre Close16 Volume92 Open Interest86.00Strike Price770.00Turnover23.18%IV1.37%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.2881Delta0.2142Gamma299.48Leverage Ratio-0.1269Theta-0.0015Rho-86.28Eff Leverage0.0235Vega