3.89Open2.95Pre Close2 Volume3 Open Interest22.00Strike Price779.00Turnover207.37%IV0.04%PremiumNov 15, 2024Expiry Date3.89Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9499Delta0.0390Gamma6.55Leverage Ratio-0.1502Theta0.0005Rho6.23Eff Leverage0.0013Vega