1.55Open4.90Pre Close5 Volume1 Open Interest58.00Strike Price775.00Turnover39.74%IV2.20%PremiumDec 20, 2024Expiry Date0.27Intrinsic Value100Multiplier4DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type0.5598Delta0.1597Gamma49.59Leverage Ratio-0.1292Theta0.0036Rho27.76Eff Leverage0.0245Vega