0.55Open0.60Pre Close30 Volume655 Open Interest62.50Strike Price771.00Turnover24.50%IV2.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.2347Delta0.1849Gamma272.13Leverage Ratio-0.0599Theta0.0017Rho63.86Eff Leverage0.0208Vega