0.32Open0.35Pre Close23 Volume97 Open Interest5.50Strike Price775.00Turnover126.55%IV4.54%PremiumSep 27, 2024Expiry Date0.21Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5888Delta0.5562Gamma13.23Leverage Ratio-0.0359Theta-0.0004Rho-7.79Eff Leverage0.0022Vega