0.08Open0.10Pre Close84 Volume213 Open Interest332.50Strike Price776.00Turnover26.76%IV5.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0259Delta0.0073Gamma3948.63Leverage Ratio-0.0562Theta0.0008Rho102.33Eff Leverage0.0185Vega