0.70Open0.70Pre Close11 Volume0 Open Interest21.00Strike Price770.00Turnover94.74%IV1.84%PremiumDec 20, 2024Expiry Date0.32Intrinsic Value100Multiplier5DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.5319Delta0.1752Gamma19.24Leverage Ratio-0.0958Theta-0.0015Rho-10.23Eff Leverage0.0095Vega