1.31Open1.40Pre Close5 Volume53 Open Interest96.00Strike Price775.00Turnover42.20%IV1.34%PremiumDec 20, 2024Expiry Date0.42Intrinsic Value100Multiplier3DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5297Delta0.0994Gamma53.10Leverage Ratio-0.2330Theta-0.0048Rho-28.12Eff Leverage0.0378Vega