1.67Open2.30Pre Close5 Volume635 Open Interest8.00Strike Price769.00Turnover99.33%IV0.85%PremiumDec 20, 2024Expiry Date1.37Intrinsic Value100Multiplier5DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9115Delta0.1389Gamma6.58Leverage Ratio-0.0168Theta0.0011Rho5.99Eff Leverage0.0019Vega