3.88Open0.50Pre Close2 Volume24 Open Interest155.00Strike Price777.00Turnover72.03%IV0.53%PremiumDec 20, 2024Expiry Date3.09Intrinsic Value100Multiplier1DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.7287Delta0.0680Gamma39.20Leverage Ratio-1.1191Theta-0.0021Rho-28.57Eff Leverage0.0224Vega