1.10Open1.85Pre Close7 Volume17 Open Interest59.00Strike Price770.00Turnover15.17%IV0.08%PremiumDec 20, 2024Expiry Date1.05Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8643Delta0.2180Gamma52.22Leverage Ratio-0.0306Theta0.0061Rho45.13Eff Leverage0.0143Vega