1.10Open1.00Pre Close7 Volume21.75K Open Interest36.00Strike Price770.00Turnover25.44%IV1.78%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier15DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.6456Delta0.1955Gamma37.39Leverage Ratio-0.0262Theta0.0094Rho24.14Eff Leverage0.0278Vega