2.60Open2.80Pre Close3 Volume5.02K Open Interest24.00Strike Price775.00Turnover85.14%IV0.34%PremiumSep 20, 2024Expiry Date2.46Intrinsic Value100Multiplier6DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8249Delta0.0870Gamma9.54Leverage Ratio-0.0635Theta0.0033Rho7.86Eff Leverage0.0090Vega