1.55Open4.90Pre Close5 Volume1 Open Interest58.00Strike Price775.00Turnover40.12%IV2.23%PremiumDec 20, 2024Expiry Date0.25Intrinsic Value100Multiplier4DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.5500Delta0.1591Gamma50.65Leverage Ratio-0.1308Theta0.0035Rho27.86Eff Leverage0.0245Vega