0.11Open0.11Pre Close50.44K Volume9.04K Open Interest12.50Strike Price776.66KTurnover82.32%IV5.27%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.2252Delta0.4468Gamma140.71Leverage Ratio-0.0615Theta0.0001Rho31.68Eff Leverage0.0024Vega