0.09Open0.11Pre Close97 Volume199 Open Interest76.50Strike Price772.00Turnover104.99%IV18.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0220Delta0.0056Gamma1166.13Leverage Ratio-0.0564Theta-0.0002Rho-25.66Eff Leverage0.0047Vega