0.70Open0.65Pre Close11 Volume125 Open Interest15.50Strike Price777.00Turnover73.14%IV2.05%PremiumDec 20, 2024Expiry Date0.39Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.6085Delta0.3203Gamma21.59Leverage Ratio-0.0555Theta-0.0011Rho-13.13Eff Leverage0.0063Vega