0.25Open0.21Pre Close29 Volume806 Open Interest10.00Strike Price770.00Turnover37.16%IV2.90%PremiumDec 20, 2024Expiry Date0.01Intrinsic Value100Multiplier15DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.4819Delta0.5263Gamma33.30Leverage Ratio-0.0095Theta-0.0019Rho-16.05Eff Leverage0.0082Vega