0.05Open0.15Pre Close120 Volume167 Open Interest7.50Strike Price776.00Turnover215.73%IV8.78%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2160Delta0.4607Gamma92.67Leverage Ratio-0.1431Theta0.0000Rho20.01Eff Leverage0.0009Vega