0.10Open0.07Pre Close84 Volume25 Open Interest86.00Strike Price774.00Turnover70.02%IV13.10%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0542Delta0.0196Gamma608.68Leverage Ratio-0.0675Theta0.0004Rho32.99Eff Leverage0.0088Vega