1.45Open8.68Pre Close5 Volume2 Open Interest31.50Strike Price776.00Turnover138.91%IV4.08%PremiumDec 20, 2024Expiry Date0.39Intrinsic Value100Multiplier3DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.5531Delta0.0975Gamma15.67Leverage Ratio-0.2873Theta0.0013Rho8.67Eff Leverage0.0115Vega