1.31Open1.40Pre Close5 Volume53 Open Interest96.00Strike Price775.00Turnover41.35%IV1.34%PremiumDec 20, 2024Expiry Date0.42Intrinsic Value100Multiplier4DDays to Expiry1.28Extrinsic Value100Contract SizeAmericanOptions Type-0.5295Delta0.0994Gamma53.10Leverage Ratio-0.2225Theta-0.0050Rho-28.12Eff Leverage0.0386Vega