0.99Open1.35Pre Close6 Volume140 Open Interest44.00Strike Price772.00Turnover58.50%IV0.46%PremiumSep 13, 2024Expiry Date1.26Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7280Delta0.1494Gamma27.35Leverage Ratio-0.1582Theta0.0022Rho19.91Eff Leverage0.0126Vega