0.15Open0.29Pre Close49 Volume145 Open Interest26.00Strike Price775.00Turnover34.83%IV3.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.2676Delta0.3400Gamma163.61Leverage Ratio-0.0383Theta0.0008Rho43.78Eff Leverage0.0091Vega