0.37Open0.45Pre Close21 Volume202 Open Interest10.00Strike Price777.00Turnover58.54%IV4.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5174Delta0.3277Gamma20.97Leverage Ratio-0.0161Theta0.0020Rho10.85Eff Leverage0.0083Vega