0.25Open0.21Pre Close29 Volume806 Open Interest10.00Strike Price770.00Turnover31.00%IV2.90%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier15DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4839Delta0.6313Gamma39.96Leverage Ratio-0.0078Theta-0.0019Rho-19.34Eff Leverage0.0082Vega