0.08Open0.10Pre Close84 Volume213 Open Interest332.50Strike Price776.00Turnover26.43%IV5.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0259Delta0.0073Gamma3948.63Leverage Ratio-0.0553Theta0.0008Rho102.35Eff Leverage0.0187Vega