0.18Open0.12Pre Close79 Volume11 Open Interest11.00Strike Price770.00Turnover127.81%IV15.52%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1526Delta0.1969Gamma106.67Leverage Ratio-0.0397Theta0.0001Rho16.28Eff Leverage0.0022Vega