3.60Open6.75Pre Close2 Volume5 Open Interest70.00Strike Price770.00Turnover60.75%IV-0.71%PremiumDec 20, 2024Expiry Date4.63Intrinsic Value100Multiplier5DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8244Delta0.0480Gamma14.35Leverage Ratio-0.1430Theta0.0079Rho11.83Eff Leverage0.0229Vega