0.35Open0.30Pre Close22 Volume348 Open Interest9.00Strike Price770.00Turnover71.45%IV13.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2648Delta0.1672Gamma28.46Leverage Ratio-0.0113Theta-0.0021Rho-7.53Eff Leverage0.0090Vega