0.48Open0.60Pre Close16 Volume679 Open Interest4.00Strike Price774.00Turnover182.60%IV1.59%PremiumSep 20, 2024Expiry Date0.39Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8038Delta0.5387Gamma9.76Leverage Ratio-0.0489Theta0.0001Rho7.84Eff Leverage0.0008Vega