1.45Open8.68Pre Close5 Volume2 Open Interest31.50Strike Price776.00Turnover151.16%IV4.26%PremiumDec 20, 2024Expiry Date0.34Intrinsic Value100Multiplier3DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.5522Delta0.0897Gamma16.89Leverage Ratio-0.3126Theta0.0013Rho9.33Eff Leverage0.0115Vega