0.85Open0.93Pre Close9 Volume78 Open Interest85.00Strike Price770.00Turnover33.14%IV6.35%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.2712Delta0.0544Gamma82.84Leverage Ratio-0.0562Theta0.0109Rho22.47Eff Leverage0.0609Vega