0.10Open0.15Pre Close52 Volume97 Open Interest210.00Strike Price770.00Turnover23.48%IV3.12%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0648Delta0.0355Gamma2037.90Leverage Ratio-0.0860Theta0.0007Rho131.99Eff Leverage0.0192Vega