2.55Open2.55Pre Close3 Volume2.20K Open Interest62.50Strike Price775.00Turnover37.31%IV1.43%PremiumDec 20, 2024Expiry Date1.73Intrinsic Value100Multiplier15DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.6731Delta0.0798Gamma21.90Leverage Ratio-0.0505Theta-0.0152Rho-14.74Eff Leverage0.0442Vega