0.20Open0.41Pre Close40 Volume70 Open Interest61.00Strike Price775.00Turnover66.24%IV9.22%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0933Delta0.0472Gamma373.27Leverage Ratio-0.0819Theta0.0005Rho34.83Eff Leverage0.0089Vega