0.25Open0.21Pre Close29 Volume784 Open Interest10.00Strike Price770.00Turnover30.92%IV2.90%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier15DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4838Delta0.6312Gamma39.96Leverage Ratio-0.0078Theta-0.0019Rho-19.33Eff Leverage0.0082Vega