0.99Open0.60Pre Close8 Volume369 Open Interest15.00Strike Price775.00Turnover80.29%IV0.56%PremiumOct 18, 2024Expiry Date0.83Intrinsic Value100Multiplier15DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6020Delta0.1680Gamma10.12Leverage Ratio-0.0289Theta-0.0036Rho-6.09Eff Leverage0.0111Vega