0.03Open0.02Pre Close276 Volume645 Open Interest15.50Strike Price775.00Turnover49.98%IV6.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0912Delta0.2026Gamma472.00Leverage Ratio-0.0175Theta-0.0001Rho-43.03Eff Leverage0.0027Vega