0.10Open0.07Pre Close84 Volume25 Open Interest86.00Strike Price774.00Turnover69.33%IV12.99%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0546Delta0.0200Gamma609.28Leverage Ratio-0.0675Theta0.0004Rho33.29Eff Leverage0.0089Vega