0.17Open0.64Pre Close46 Volume646 Open Interest447.00Strike Price770.00Turnover16.14%IV0.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.1502Delta0.1300Gamma3741.71Leverage Ratio-0.9251Theta-0.0004Rho-562.10Eff Leverage0.0259Vega