0.16Open0.14Pre Close77 Volume224 Open Interest93.00Strike Price776.00Turnover30.54%IV5.29%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0563Delta0.0414Gamma1360.92Leverage Ratio-0.0366Theta0.0005Rho76.68Eff Leverage0.0102Vega