0.38Open0.65Pre Close20 Volume827 Open Interest42.50Strike Price776.00Turnover47.27%IV10.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.2109Delta0.0731Gamma86.42Leverage Ratio-0.0349Theta0.0036Rho18.23Eff Leverage0.0241Vega