2.20Open1.20Pre Close3 Volume54 Open Interest170.00Strike Price770.00Turnover57.83%IV1.27%PremiumDec 20, 2024Expiry Date0.60Intrinsic Value100Multiplier0DDays to Expiry2.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5521Delta0.0964Gamma86.87Leverage Ratio-1.2890Theta-0.0016Rho-47.96Eff Leverage0.0281Vega