3.84Open3.45Pre Close2 Volume1 Open Interest40.00Strike Price776.00Turnover49.94%IV0.25%PremiumDec 20, 2024Expiry Date3.81Intrinsic Value100Multiplier23DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7821Delta0.0538Gamma10.31Leverage Ratio-0.0388Theta0.0187Rho8.06Eff Leverage0.0323Vega