0.06Open0.10Pre Close32 Volume76 Open Interest78.00Strike Price770.00Turnover46.16%IV5.84%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.1521Delta0.0650Gamma274.15Leverage Ratio-0.1036Theta0.0012Rho41.70Eff Leverage0.0184Vega