0.05Open0.08Pre Close107 Volume774 Open Interest62.00Strike Price769.00Turnover68.63%IV7.37%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0600Delta0.0466Gamma889.38Leverage Ratio-0.0634Theta0.0001Rho53.36Eff Leverage0.0044Vega