1.95Open2.49Pre Close4 Volume858 Open Interest60.00Strike Price777.00Turnover17.21%IV0.82%PremiumDec 20, 2024Expiry Date1.44Intrinsic Value100Multiplier23DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type-0.6769Delta0.1497Gamma31.65Leverage Ratio-0.0160Theta-0.0192Rho-21.43Eff Leverage0.0525Vega