0.25Open0.20Pre Close31 Volume112 Open Interest12.50Strike Price775.00Turnover48.07%IV8.05%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3329Delta0.2735Gamma42.91Leverage Ratio-0.0126Theta0.0020Rho14.29Eff Leverage0.0100Vega